Model Validation Manager- Retail Credit Risk

McGregor Boyall
London, United Kingdom
25 Sep 2022
18 Oct 2022
Job Function
Credit Analysis
Industry Sector
Finance - General
Employment Type
Full Time
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.
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