Credit Risk Model Validator
7 days ago
About the Role
We are seeking a highly skilled Credit Risk Model Validator to join our team at Harnham. As a key member of our Wholesale Credit Risk team, you will be responsible for validating and ensuring the accuracy of our credit risk models.
Key Responsibilities
- Validate and verify the accuracy of our wholesale credit risk models
- Utilize advanced analytics tools such as SAS, SQL, and Python to analyze and report on model performance
- Manage and oversee the end-to-end model validation process across the organization
- Lead and mentor junior team members on model validation projects
- Stay up-to-date with changing banking regulations and ensure compliance
- Collaborate with cross-functional teams to develop and implement new models
Requirements
- Proven experience in credit risk management, with a focus on wholesale portfolios
- Strong background in model validation, with expertise in SAS, SQL, and/or Python
- Excellent communication and project management skills
- Ability to work in a fast-paced environment and prioritize multiple tasks
- STEM degree from a top university
What We Offer
Competitive salary and benefits package, including up to £80,000 per annum
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