Key responsibilities for the position of Credit Risk Model Validator:
- Validate credit risk models in a multicultural environment that banks will use.
- Work closely with Finance, Risk Management, IT and external regulators while using coding such as: Python, SQL, MATLAB or other statistical programming languages.
- You will influence the dynamic of the team in a positive way
- Submission of Model Validation in addressing concerns or question relating to the models.
- Manage and complete the model validation from end to end, meeting the planned timelines and required standards
- +3 years of experience in working with data such as PD, LGD and EAD
- Degree in a quantitative field (Mathematics, Economics, Physics, AI or similar)
- Familiar with Python, SAS, R
- Perform well under pressure, team player, manage time efficiently, flexible and adaptable
- Any knowledge with machine learning would be a big plus
- Understanding key regulatory / accounting requirements (IFRS 9, BASEL III - IV)
If you are interested in the position of Credit Risk Model Validator located in London, then this is a great option for you. We look forward to receiving your application.