Model Validation Manager- Retail Credit Risk
- Employer
- McGregor Boyall
- Location
- London, United Kingdom
- Salary
- Negotiable
- Closing date
- Oct 18, 2022
View more
- Job Function
- Credit Analysis
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Senior Model Validation Quant
The Role:
This opportunity is for a Model Validation Manager where you will be tasked with validating a wide range of models that are used in IRB, IFRS9 along with other predictive models used in business strategies. This opportunity sits within the retail credit risk team based in London.
Work Experience:
Previous experience in model development, monitoring, model validation (PD, LGD, EAD) also a good understanding of model risk and assessment techniques, predictive modelling
Performing technical analyses, data analyses, benchmarking and building challenger models (if needed) to support the validation review and challenge process
Supporting the Team Lead in key interface with owners of models
Essential Skills:
Experience of coding in Python/SAS/ R/SQL or equivalent language, including handling large datasets and writing functions
Highly numerate, with ideally Master's degree or PHD in a quantitative subject, for example Mathematics, Physics or equivalent
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
The Role:
This opportunity is for a Model Validation Manager where you will be tasked with validating a wide range of models that are used in IRB, IFRS9 along with other predictive models used in business strategies. This opportunity sits within the retail credit risk team based in London.
Work Experience:
Previous experience in model development, monitoring, model validation (PD, LGD, EAD) also a good understanding of model risk and assessment techniques, predictive modelling
Performing technical analyses, data analyses, benchmarking and building challenger models (if needed) to support the validation review and challenge process
Supporting the Team Lead in key interface with owners of models
Essential Skills:
Experience of coding in Python/SAS/ R/SQL or equivalent language, including handling large datasets and writing functions
Highly numerate, with ideally Master's degree or PHD in a quantitative subject, for example Mathematics, Physics or equivalent
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
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