Senior Credit Risk Model Validator

7 days ago


London, Greater London, United Kingdom Harnham Full time
About the Role

We are seeking a highly skilled Credit Risk Model Validator to join our team at Harnham. As a Credit Risk Model Validator, you will play a critical role in ensuring the accuracy and reliability of our wholesale credit risk models.

Key Responsibilities:

  • Validate and verify the accuracy of wholesale credit risk models to ensure compliance with regulatory requirements.
  • Develop and maintain strong relationships with stakeholders across the organization to ensure effective model governance.
  • Collaborate with cross-functional teams to design and implement model validation processes.
  • Provide expert guidance and support to junior team members on model validation and governance.
  • Stay up-to-date with changing regulatory requirements and industry best practices to ensure our models remain compliant and effective.

Requirements:

  • Strong credit risk experience with a focus on wholesale portfolios.
  • Excellent analytical and problem-solving skills, with the ability to interpret complex data and models.
  • Strong communication and interpersonal skills, with the ability to work effectively with stakeholders at all levels.
  • Experience with model validation tools and technologies, including SAS, SQL, and Python.
  • STEM degree from a top university.

What We Offer:

  • A competitive salary and benefits package.
  • The opportunity to work with a leading financial institution and contribute to the development of our credit risk models.
  • A collaborative and dynamic work environment.


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