Remote opportunity for a Senior Analyst with modelling experience to join a Model Validation team. You will work as a key part of the team challenging and influencing stakeholders in relation to model risk management.
You will perform validations across all credit risk models including IRB, IFRS9, provisioning, stress, liquidity, finance and operational risk models.
Key Skills required include:
•Solid and comprehensive background & experience of developing credit risk models using SAS (Validation experience an advantage)
•Proficient in the use of SAS (R, Python experience an advantage)
•Knowledge of UK and European banking regulations that affect models and rating systems
•Good Report writing and presentation skills
Key Accountabilities include:
•Provide validation of the bank’s models, including producing the associated documents.
•Present & discuss the outcome of validation findings with developers and at relevant committees
•Analyse & discuss monitoring and other MI reports to support decision-making regarding model risks across the bank.
Get in touch to apply and for further information.
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.