Senior Wholesale Risk Model Specialist

1 day ago


London, Greater London, United Kingdom Danos Group Full time
Company Overview
At Danos Group, we're a global leader in providing innovative solutions for the financial industry. Our team is growing, and we're looking for an experienced Wholesale Credit Risk Validator to join our team.

About the Role
We're currently seeking a skilled professional with advanced coding skills and experience working across the full suite of wholesale models - PD, LGD & EAD. You should have good communication skills and the ability to challenge the first line of defence.

Key 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.

Required Skills and Qualifications
  • 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.

Estimated Salary: $120,000 - $180,000 per year, depending on location and experience.

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