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Senior Model Validation Analyst

  • Location

    Newcastle upon Tyne

  • Discipline:

    Credit Risk & Analytics

  • Job type:

    Permanent

  • Salary:

    Up to £50,000

  • Consultant:

    #

  • Email:

    BLangstreth@merje.com

  • Job ref:

    BL/15472a

  • Published:

    9 months ago

A well-established and globally recognised business that focuses on providing an exceptional banking experience for customers. Now looking to expand the team with a Senior Model Validation Analyst.

This Client does not provide sponsorship.

Key Responsibilities of the Senior Model Validation Analyst:

  • Join a close-knit, supportive and friendly Model Validation team
  • Validate Credit Risk models, ensuring they are aligned with regulatory requirements and optimal for purpose
  • Opportunity and freedom to challenge models and propose improvements
  • Use SAS to validate statistical methods
  • Working to regulatory requirements such as IRB, IFRS9, etc.

Ideal knowledge and experience for the Senior Model Validation Analyst role:

  • Model Validation experience would be beneficial but is not essential as long as you have a strong background in model development (eg. Predictive Modelling)
  • Understanding of related regulations – capital requirements, IRB, CCR, etc.
  • Understanding of the broader processes surrounding models, from development to validation to implementation and use
  • Retail banking background, ideally mortgages or credit cards

 

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.