IRB Model Validator

4 weeks ago


London, Greater London, United Kingdom Eximius Finance Full time

Job Title: IRB Model Validator

Job Summary:

We are seeking a highly skilled IRB Model Validator to join our team at Eximius Finance. As a key member of our risk management team, you will be responsible for conducting thorough model validation for IRB models, challenging assumptions, and ensuring mathematical formulation and implementation are sound.

Key Responsibilities:

  • Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions
  • Assess and quantify model risks due to model limitations and develop compensating controls
  • Develop high-quality validation reports highlighting risks and limitations of models and communicate findings to stakeholders and senior management

Requirements:

  • 5+ years of experience in IRB modeling or validation
  • Experience from a leading wholesale bank
  • Proficiency in Python, R, or VBA
  • Available to start immediately

About Eximius Finance:

Eximius Finance is a leading financial institution dedicated to providing innovative solutions for our clients. We are committed to excellence and strive to create a collaborative and dynamic work environment.


  • IRB Model Validator

    2 weeks ago


    London, Greater London, United Kingdom Eximius Finance Full time

    IRB Model Validation ExpertEximius Finance is seeking a highly skilled IRB Model Validation Expert to join our team. As a key member of our risk management team, you will be responsible for conducting thorough model validation of IRB models to ensure their accuracy and robustness.Key Responsibilities:Conduct model validation by challenging model assumptions,...

  • IRB Model Validator

    1 month ago


    London, Greater London, United Kingdom Eximius Finance Full time

    Job Title: IRB Model ValidatorJob Summary:We are seeking a highly skilled IRB Model Validator to join our team at Eximius Finance. As a key member of our risk management team, you will be responsible for conducting thorough model validation for our IRB models, ensuring their accuracy and robustness under various scenarios and market conditions.Key...

  • IRB Model Validator

    1 month ago


    London, Greater London, United Kingdom Eximius Finance Full time

    Job Title: IRB Model ValidatorJob Summary:We are seeking a highly skilled IRB Model Validator to join our team at Eximius Finance. As a key member of our risk management team, you will be responsible for conducting thorough model validation for our IRB models, ensuring their accuracy and robustness under various scenarios and market conditions.Key...


  • London, Greater London, United Kingdom Eximius Finance Full time

    IRB Model Validation RoleAt Eximius Finance, we are seeking a skilled IRB Model Validation Specialist to join our team. As an IRB Model Validation Specialist, you will be responsible for conducting model validation for IRB models by challenging model assumptions, mathematical formulation, and implementation.Key Responsibilities:Conduct independent testing to...


  • London, Greater London, United Kingdom Eximius Finance Full time

    IRB Model Validation RoleWe are seeking a skilled IRB Model Validation Specialist to join our team at Eximius Finance. The successful candidate will be responsible for conducting model validation for IRB models by challenging model assumptions, mathematical formulation, and implementation.Key Responsibilities:Conduct independent testing to assess model...


  • London, Greater London, United Kingdom Eximius Finance Full time

    Key Responsibilities:As a Model Risk Validation Expert, you will conduct thorough validation of IRB models to ensure their accuracy, robustness, and compliance with regulatory requirements. This includes challenging model assumptions, mathematical formulation, and implementation, as well as independent testing to assess model performance under various...

  • IRB Modelling Manager

    4 weeks ago


    London, Greater London, United Kingdom Harnham Full time £90,000

    IRB Modelling Manager OpportunityWe are seeking an experienced IRB Modelling Manager to join our risk team in Manchester. As a key member of our team, you will be responsible for leading projects and analysts in the development and validation of PD, LGD, and EAD models using SAS.Key Responsibilities:Lead projects and analysts in the IRB modelling teamDevelop...

  • IRB Modelling Manager

    4 weeks ago


    London, Greater London, United Kingdom Harnham Full time £90,000

    IRB Modelling Manager OpportunityWe are seeking an experienced IRB Modelling Manager to join our risk team in Manchester. As a key member of our team, you will be responsible for leading projects and analysts in the development and validation of PD, LGD, and EAD models using SAS.Key Responsibilities:Lead projects and analysts in the IRB modelling teamDevelop...

  • IRB Modelling Manager

    4 weeks ago


    London, Greater London, United Kingdom Harnham Full time £90,000

    IRB Modelling ManagerCompetitive Salary and BenefitsManchester (Flexible Working)We are seeking an experienced IRB Modelling Manager to join our risk team, providing a great opportunity for personal development and career growth. Our client is a leading bank with a strong culture and a commitment to employee support.About the RoleAs an IRB Modelling Manager,...

  • IRB Modelling Manager

    4 weeks ago


    London, Greater London, United Kingdom Harnham Full time £90,000

    IRB Modelling ManagerCompetitive Salary and BenefitsManchester (Flexible Working)We are seeking an experienced IRB Modelling Manager to join our risk team, providing a great opportunity for personal development and career growth. Our client is a leading bank with a strong culture and a commitment to employee support.About the RoleAs an IRB Modelling Manager,...

  • IRB Modelling Manager

    4 weeks ago


    London, Greater London, United Kingdom Harnham Full time £90,000

    IRB Modelling ManagerCompetitive Salary and BenefitsMilton KeynesWe are seeking an experienced IRB Modelling Manager to join our risk team. As a key member of the team, you will be responsible for leading projects and analysts in the development and validation of PD, LGD, and EAD models.About the RoleThe successful candidate will have experience developing...

  • IRB Modelling Manager

    4 weeks ago


    London, Greater London, United Kingdom Harnham Full time £90,000

    IRB Modelling ManagerCompetitive Salary and BenefitsMilton KeynesWe are seeking an experienced IRB Modelling Manager to join our risk team. As a key member of the team, you will be responsible for leading projects and analysts in the development and validation of PD, LGD, and EAD models.About the RoleThe successful candidate will have experience developing...


  • London, Greater London, United Kingdom Exalto Consulting ltd Full time

    IRB Model Development ManagerExalto Consulting ltd is currently recruiting for an IRB Model Development Manager to join our team in London.The role is a hybrid working arrangement, requiring you to be in the office 2-3 days a week.Key Responsibilities:Develop and lead end-to-end IRB modelling projects, focusing on building the development proposition.Oversee...


  • London, Greater London, United Kingdom Exalto Consulting ltd Full time

    IRB Model Development ManagerExalto Consulting ltd is currently recruiting for an IRB Model Development Manager to join our team in London.The role is a hybrid working arrangement, requiring you to be in the office 2-3 days a week.Key Responsibilities:Develop and lead end-to-end IRB modelling projects, focusing on building the development proposition.Oversee...


  • London, Greater London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    Senior IRB Modelling ManagerWe are seeking an experienced Senior IRB Modelling Manager to join our team at Harnham - Data & Analytics Recruitment. This is an exciting opportunity to lead the development and implementation of IRB and IFRS9 models for our client's wholesale portfolio.About the RoleDevelop and maintain IRB and IFRS9 models for the wholesale...


  • London, Greater London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    Senior IRB Modelling ManagerWe are seeking an experienced Senior IRB Modelling Manager to join our team at Harnham - Data & Analytics Recruitment. This is an exciting opportunity to lead the development and implementation of IRB and IFRS9 models for our client's wholesale portfolio.About the RoleDevelop and maintain IRB and IFRS9 models for the wholesale...


  • London, Greater London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    Senior IRB Modelling ManagerWe are seeking a highly experienced Senior IRB Modelling Manager to join our team at Harnham - Data & Analytics Recruitment. This is an exciting opportunity to lead the development and implementation of IRB and IFRS9 models for our client's wholesale portfolio.About the RoleThis is a senior leadership role that requires a strong...


  • London, Greater London, United Kingdom Exalto Consulting ltd Full time

    IRB Model Development Manager OpportunityWe are currently recruiting for an experienced IRB Model Development Manager to join our team at Exalto Consulting ltd.The role is a hybrid working arrangement, requiring you to be in our London office 2-3 days a week.To be successful in this role, you will need to have:3-5 years of experience in IRB modelling, with...


  • London, Greater London, United Kingdom Exalto Consulting ltd Full time

    IRB Model Development Manager OpportunityWe are currently recruiting for an experienced IRB Model Development Manager to join our team at Exalto Consulting ltd.The role is a hybrid working arrangement, requiring you to be in our London office 2-3 days a week.To be successful in this role, you will need to have:3-5 years of experience in IRB modelling, with...


  • London, Greater London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    {"title": "Senior IRB Modelling Manager", "subtitle": "Lead the development and implementation of IRB models for the wholesale portfolio", "company": "Harnham - Data & Analytics Recruitment", "location": "London", "salary": "Up to £110,000", "benefits": "Discretionary bonus, Company pension scheme, Private Medical Care, Hybrid work model", "requirements":...