Senior Model Validation Manager

Location United Kingdom
Contact name: Lewis Clarke

Contact email: lewis.clarke@greshamhunt.com
Job ref: 824
Published: about 2 months ago

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.

Responsibilities:

  • 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

Requirements:

  • 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.