Exciting opportunity for an internal validation analyst to be a part of a highly independent, specialised Validation Team. The teams scope includes capital IRB, Stress testing and IFRS9 models across all portfolios.
• Reviewing technical documentation describing model development and validation whilst assessing adherence to the relevant regulatory environment.
• Replicating model developments, analysing performance and constructing challenger models
• Preparing detailed documents, including appropriate analysis, for audit and regulatory review, which clearly communicate model risks.
• Track record of successful delivery in a statistical analysis or modelling role,
• Experience in interpreting technical documentation and regulatory compliance to produce written reports targeted to specific audiences.
• Degree level education in a numerate subject or equivalent experience.
• Conducting statistical analysis in a coding environment such as SAS, SQL, R or Python
• Strong interpersonal skills
Please note, should feedback not be received within 28 days due to the large volume of applications, unfortunately your application has been unsuccessful. However, we may be in touch with similar relevant opportunities.