Model Validation manager

This company is an exciting challenger bank who are continuing to grow. They offer a range of unique products as part of their lending book and have an excellent team culture. This role offers the chance to gain great exposure across different models and have a really hands-on role within a close-knit and supportive team.

THE ROLE

1. End-to-end validation of a range of models across the bank, predominantly IRB but also including work on IFRS9, scorecards and wider credit models
2. Developing challenger models to champion and challenge existing models and frameworks within the bank to enhance performance
3. Working on close model analysis to monitor performance and reporting to senior stakeholders within the business on this, suggesting improvements
4. Mentoring junior members of the team to further the collaborative environment

YOUR SKILLS AND EXPERIENCE

1. End-to-end development of credit risk models is essential
2. Experience in IRB is highly desirable
3. Experience using SAS/SQL/Python/R
4. Strong stakeholder engagement skills and prior experience producing reports for these audiences

SALARY AND BENEFITS

1. Up to £60,000 base salary
2. Discretionary bonus
3. Private medical care

HOW TO APPLY

Please register your interest by sending your CV to Rosie Walsh through the ‘Apply’ link.