Model Validation Manager

£70,000 | London | Permanent
Posted 4 months ago

Model validation manager / Credit risk manager / London / Up to £70,000

Your role in the expanding model validation team will be working across a wide range of retail and commercial products with a data intensive (SAS) focus. In challenging the suitability and build integrity of the credit risk models for this fast paced, customer focused financial services organisation, you will be required to have strong data and statistical analysis skills with a deep appreciation for regulatory requirements.

Working across a wide range of modelling projects in a growing team, you will be collaborating with broader teams in credit risk and model development to help implement best practice model validation techniques, as well as supporting the Credit Risk teams broader strategic objectives.

Initially the main focus will be surrounding the validation of regulatory models (IFRS9 and IRB) and the team is responsible for validation of all models, so expect exposure to scorecard and pricing model validation as well.

You are most likely to be a statistician historically, having developed models previously, ideally in a retail banking or consumer lending organisation. If you have multi product experience then that is great but this is an organisation that will look at potential and happily offer development of product knowledge if the base skills are in place.

The team is diverse culturally and there is a real buzz amongst a collaborative growing team. If you want to be part of this exciting fast growing organisation, please get in touch at matt.worsley@itqanalytics.com or apply online

Desired skill set will include:
Strong SAS programming / Credit risk experience / Regulatory model development or validation experience (IFRS9 or IRB) / retail banking / Strong communications

For more information about this role, please contact:

Matt Worsley

matt.worsley@itqanalytics.com
0161 237 0045

See Matt Worsley's jobs
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