Wholesale Credit Risk Validator
3 days ago
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 ability to challenge the first line of defence.
Key Responsibilities
- Validating credit risk models - PD, LGD, EAD - and building challenger models.
- Leading improvements on existing codes.
- Delivering quantitative change reports to the first line of defence.
Key Experience
- Significant experience reviewing, validating or developing wholesale IRB models.
- Strong understanding of the IRB framework.
- Advanced programming skills in SAS, Python or R.
- MSc or PhD in a quantitative subject such as Mathematics, Physics, Quantitative Finance or Computer Science.
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Wholesale Credit Risk Validator
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London, United Kingdom Danos Group Full timeAbout 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...
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Wholesale Credit Risk Validator
3 days ago
London, United Kingdom Danos Group Full timeAbout 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...
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London, United Kingdom Danos Group Full timeAbout 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...
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London, United Kingdom Danos Group Full timeAbout 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...
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