Model Validation Specialist

3 weeks ago


Solihull, Solihull, United Kingdom Harnham - Data & Analytics Recruitment Full time
Model Validation Manager

Seeking a highly skilled and experienced Model Validation Manager to join a dynamic Risk Management team at a leading financial institution. This role is pivotal in ensuring the integrity of the bank's financial and risk models, driving business success, and regulatory compliance.

Key Responsibilities:
  • Manage the end-to-end validation process for models across various domains, including credit risk, market risk, operational risk, and capital management.
  • Build and validate IRB models and challenger models for the Bank.
  • Provide an independent review and assessment of quantitative models, ensuring they are robust, fit for purpose, and in line with regulatory standards (e.g., Basel, IFRS 9).
  • Ensure compliance with internal governance frameworks and regulatory requirements, including model documentation, testing, and performance monitoring.
Requirements:
  • Experience with R, SAS, SQL, or Python programming languages.
  • Experience in building IRB models.

How to Apply: Please apply below or send your CV.



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