Model Validation Manager - London


Premium Job From BCT Resourcing

Recruiter

BCT Resourcing

Listed on

17th July 2019

Location

London

Salary/Rate

£50000 - £70000

Type

Permanent

Start Date

2019-07-16

This job has now expired please search on the home page to find live IT Jobs.

Model Validation Manager

London

£50000 - £70000 per annum

New requirement on behalf of a specialist Asset and Property Finance business in zone 1 London for an experienced Model Validation specialist. See below role details:

Role responsibilities:

* Provide technical review and challenge all models across the bank

* Work on full breadth of models from IFRS9, stress testing, application scorecards to operational scorecards

* Take control of the assessment 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

Required experience

* Model Validation experience in Credit Risk

* Knowledge and understanding of regulatory models (IFRS9 and Stress Testing)

* Strong mathematical and statistical background, knowledge of statistical modelling techniques.

* Experience of using SAS is essential

* Excellent written and presentational skills.

* Advanced knowledge of MS Office suite

Send your CV ASAP to be considered or to hear more.

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