Manager - Model Validation - Credit Risk
- Employer
- Eximius Finance
- Location
- London, United Kingdom
- Salary
- £90,000
- Closing date
- May 18, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities
Essential Requirements
- Carry out independent validation of new and existing credit risk models.
- Review the model development process including assessment of model components against regulatory requirements.
- Provide quantitative assessment of models performance using statistical testing.
- Work with internal teams to improve existing models.
- Manage end to end validation of credit risk models.
Essential Requirements
- Minimum masters degree in a statistical subject including, Statistics, Economometrics, Mathematics or quant.
- Proven working experiene in quantitative modelling or model validation in credit risk.
- Strong regulatory knowledge (CRR, PRA, EBA)
- Great statistical and data analysis skills including SAS, R and C++.
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