Global Credit Risk Validator Leader

17 hours ago


London, Greater London, United Kingdom Danos Group Full time
Job Summary
Danos Group is seeking an experienced Wholesale Credit Risk Validator to join our team. As a key member of our Model Validation team, you will be responsible for validating credit risk models and building challenger models. You will lead improvements on existing codes and deliver quantitative change reports to the first line of defence.

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.

Requirements
  • 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.

Salary Range: $120,000 - $180,000 per year

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