IRB Model Validator
4 weeks ago
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.
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