IRB Model Validator

1 month 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 our IRB models, ensuring their accuracy and robustness under various scenarios and market conditions.

Key Responsibilities:

  • Conduct independent testing to assess model accuracy and identify potential risks
  • Develop high-quality validation reports highlighting model risks and limitations
  • 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

What We Offer:

Eximius Finance offers a dynamic and challenging work environment, with opportunities for professional growth and development. If you are a motivated and detail-oriented individual with a passion for risk management, we encourage you to apply for this exciting opportunity.


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