Credit Risk Model Validation Analyst

Recruiter
Harnham
Location
London
Salary
£46000 - £60000 per annum + competitive benefits package
Posted
14 Jun 2017
Closes
14 Jul 2017
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
Credit Risk Model Validation Analyst
London
Up to £60,000 plus benefits

Are you interested in an exciting opportunity within Credit Risk as a Credit Risk Model Validator? This is your chance to join one of the largest Challenger banks in the UK and be responsible for the assessment of models servicing a wide range of activities across the Bank.

THE COMPANY

You will be working for a Challenger Bank who are creating fear within the big banks for the innovative products they now offer.

DAY TO DAY RESPONSIBILITIES

* Independent evaluation of Risk Models. This will include PD, EAD, LGD and IFRS9.
* You will take control of the assessment and approval of all new model developments and any changes that need to be made to existing models.
* Qualitative reviews of model development and quantitative review of model performance.
* Co-ordination with internal and external stakeholders.

WHAT IS REQUIRED FROM YOU?

* Graduate level qualification in a numerical degree or a related quant field.
* Experience in the development and validation of Credit Risk models (Retail, SME or Wholesale)
* Team management and leadership experience
* Exposure to Basel 2 regulatory framework within practical applications
* Ability to understand and interpret regulatory requirements and explain these adequately to stakeholders and senior management.

BENEFITS

You should expect to earn up to £60,000 plus a competitive benefits package and visa sponsorship

HOW TO APPLY?

Please register your interest by sending your CV via the Apply link on this page.

KEYWORDS

Retail Model Validation - Model building - Model Validation - SAS - Risk Models - EAD - Exposure at Default - PD - Probability of Default - LGD - Loss Given Default - IFRS9 - IFRS 9 - Stakeholder - Management - Manager - Credit Risk Manager - Basel 2 - Regulatory Framework