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Risk Model Validation Specialist
2 months ago
Job Title: Risk Model Validation Specialist
Job Summary: We are seeking a highly skilled Risk Model Validation Specialist to join our team at Harnham. As a Risk Model Validation Specialist, you will be responsible for end-to-end validation of a range of models across the bank, predominantly IRB but also including work on IFRS9, scorecards and wider credit models.
Key Responsibilities:
- Developing challenger models to champion and challenge existing models and frameworks within the bank to enhance performance
- Working on close model analysis to monitor performance and reporting to senior stakeholders within the business on this, suggesting improvements
- Mentoring junior members of the team to further the collaborative environment
Requirements:
- End-to-end development of credit risk models is essential
- Experience in IRB is highly desirable
- Experience using SAS/SQL/Python/R
- Strong stakeholder engagement skills and prior experience producing reports for these audiences
What We Offer:
- Up to £60,000 base salary
- Pension contribution scheme
- Discretionary bonus
- Hybrid work model
- Private medical care
How to Apply: Please register your interest by sending your CV to Rosie Walsh through the 'Apply' link