Model Risk Manager

Recruiter
BSM Group
Location
UK
Salary
Competitive
Posted
18 Sep 2019
Closes
02 Oct 2019
Ref
1240511889
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
My client are looking to hire a Model Validation Manager, with experience across PD, LGD and EAD, to assess the theoretical assumptions of Credit Risk Models.

Responsibilities:
  • Ensure that models are fit for purpose in accordance with company strategy
  • Identify incorrect model usage
  • Review technical documentation
  • Track and monitor progress against validation recommendations

Requirements:
  • Experience of regulatory compliance requirements such as IRB, IFRS9 or Stress testing within a retail or corporate banking environment
  • Experience working with IRB and IFRS9 Models
  • Coding experience across SAS or R

Please submit a copy of your CV for further information.

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