IRB Model Validation Specialist
4 weeks ago
IRB Model Validation Role
At Eximius Finance, we are seeking a skilled IRB Model Validation Specialist to join our team. As an IRB Model Validation Specialist, you will be responsible for conducting model validation for IRB models by challenging model assumptions, mathematical formulation, and implementation.
Key Responsibilities:
- 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, senior management
Requirements:
- 5+ years of experience in IRB modelling or validation
- Experience from a leading wholesale bank
- Experience in Python, R, or VBA
Available to start immediately
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