My client are a UK Bank expanding their Model Validation team. The team are responsible for the review of models including scorecards, capital IRB, Stress testing and IFRS9 models across all portfolios.
- Ensure models are correctly calibrated and fit for purpose
- Replicate model developments, analyse performance and construct challenger models
- Managing a team of technical managers and analysts to deliver against targeted plans
- Building collaborative relationships across the business with key stakeholders
- Face off to the regulators
- Advanced degree in a technical discipline
- Prior work experience across Model Development or Validation, focusing on retail or corporates portfolios
- Exposure to regulations such as IRB or IFRS9
- Experience leading a technical team
- Experience with SAS, SQL, R or Python
Please submit a copy of your CV for further information.