Wholesale Credit Risk Validator

3 days ago


London, United Kingdom Danos Group Full time

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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