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IRB Model Validator

1 month ago

London, Greater London, United Kingdom Eximius Finance Full time
IRB Model Validation Expert

Eximius Finance is seeking a highly skilled IRB Model Validation Expert to join our team. As a key member of our risk management team, you will be responsible for conducting thorough model validation of IRB models to ensure their accuracy and robustness.

Key Responsibilities:

  • Conduct model validation by challenging model assumptions, mathematical formulation, and implementation
  • 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 financial solutions to our clients. We are committed to excellence and strive to create a work environment that is collaborative, dynamic, and rewarding.