Credit Risk Model Validation Specialist

Job OverviewWe are recruiting for a Credit Risk Model Validation Specialist to join our consultancy, founded by two seasoned professionals, with a strong focus on delivering high-quality solutions to Tier 1 banks and other financial institutions.The successful candidate will have a strong background in Credit Risk Modelling, Model Validation, or Model...

Paritas Recruitment - Risk London, United KingdomPosted 16 minutes ago Permanent £80k - £110k - K- Posted by - Keith Jones- Manager - Risk Management & Quantitative AnalyticsFollow - Model Validation Quant in a dynamic and expanding team based in the City. Risk Trading Quant - Model Validation A leading European Bank is currently recruiting for Model...

Job SummaryWe are seeking a skilled Credit Risk Modelling Specialist to join our team at Full Circle Recruitment Ltd.This is an excellent opportunity to work on high-profile projects and collaborate with industry experts in the field of credit risk.About the RoleThe successful candidate will be responsible for leading the delivery of credit measurement...

Job DescriptionWe are looking for a highly skilled Wholesale Credit Risk Validator to join our team at Danos Group. The ideal candidate will have a strong background in credit risk modeling, advanced coding skills, and experience working with large datasets.Key Responsibilities:Validating credit risk models, including PD, LGD, and EAD models.Developing...

Job Description Model Validation Quantitative Specialist - London We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification of model risk including necessary communication of key facts and issues identified...

ROLE: Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE: Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

About the RoleAs a Global Model Validation Specialist at Danos Group, you will play a crucial role in reviewing and validating wholesale credit risk models. This is an exciting opportunity to join our team of experienced professionals who are passionate about ensuring the integrity of our credit risk assessment processes.Key ResponsibilitiesValidating credit...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

Credit Risk Modelling OpportunityWe are seeking a highly skilled Credit Risk Modelling professional to join our Audit and Assurance team in London.As a Credit Risk Modelling Specialist, you will support clients by improving and developing their credit measurement capabilities, focusing on IFRS9, IRB, and stress testing approaches across credit asset...

ROLE: Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

ROLE:Independent model validation of quantitative methodologies, both initial and periodic, across all asset classes and model types (derivative pricing models, credit and market risk, capital models, AI models, etc.) and in line with regulatory requirements and industry best practice. The validation regularly requires an independent implementation of the...

About the Role We're currently recruiting for a global bank that is growing it's Model Validation team and looking for experienced credit risk professionals, with a strong IRB background. You should have advanced coding skills and experience working across the full suite of wholesale models - PD, LGD & EAD. You should have good communication skills and the...

About the Role We're currently recruiting for a global bank that is growing it's Model Validation team and looking for experienced credit risk professionals, with a strong IRB background. You should have advanced coding skills and experience working across the full suite of wholesale models - PD, LGD & EAD. You should have good communication skills and the...

Job Description Credit Risk Modeler 6 Month Contract - PAYE London - Hybrid 3 Days a week in the office To be considered you must have; Proven expertise in wholesale data : Can construct comprehensive input datasets and gathering relevant historical data. Counterparty & Wholesale Credit Strong skills in data consolidation : able to combine and...

Credit Risk Modeler 6 Month Contract - PAYELondon - Hybrid 3 Days a week in the officeTo be considered you must have;Proven expertise in wholesale data: Can construct comprehensive input datasets and gathering relevant historical data.Counterparty & Wholesale Credit Strong skills in data consolidation: able to combine and consolidate datasets using SQL and...

Credit Risk Modeler 6 Month Contract - PAYELondon - Hybrid 3 Days a week in the officeTo be considered you must have;Proven expertise in wholesale data: Can construct comprehensive input datasets and gathering relevant historical data.Counterparty & Wholesale Credit Strong skills in data consolidation: able to combine and consolidate datasets using SQL and...