IRB Model Validation Specialist

4 weeks ago


London, Greater London, United Kingdom Eximius Finance Full time

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



  • London, Greater London, United Kingdom Eximius Finance Full time

    Eximius FinanceSalary: $120,000 - $180,000 per yearAbout the RoleWe are seeking an experienced IRB model validation specialist to join our team at Eximius Finance. As a key member of our risk management team, you will be responsible for conducting thorough model validations to ensure the accuracy and robustness of our IRB models.The ideal candidate will have...


  • London, Greater London, United Kingdom Eximius Finance Full time

    Key Responsibilities:As a Model Risk Validation Expert, you will conduct thorough validation of IRB models to ensure their accuracy, robustness, and compliance with regulatory requirements. This includes challenging model assumptions, mathematical formulation, and implementation, as well as independent testing to assess model performance under various...


  • London, Greater London, United Kingdom Investec Full time

    At Investec, we are seeking a talented IRB Credit Modelling Specialist to join our dynamic team. In this hands-on role, you will develop and refine IRB credit risk parameters (PD, LGD, EAD), collaborate with team members on credit risk models across retail and non-retail portfolios, and oversee the full lifecycle of models. You will conduct performance...


  • London, Greater London, United Kingdom Investec Full time

    About Us: At Investec, our IRB Credit Modelling team is dedicated to developing and refining PD, LGD, and EAD models across our diverse portfolios. We strive to ensure the accuracy and reliability of our credit risk parameters, aligning with the latest regulatory standards.About the Role: We are seeking a talented IRB Credit Modelling Specialist to join our...


  • London, Greater London, United Kingdom Investec Full time

    About InvestecInvestec is a leading specialist bank serving clients in the UK and South Africa. Our unique culture sets us apart, fostering an environment where talented individuals can thrive. We prioritize internal mobility, flat structures, and collaboration to drive success.Job DescriptionWe are seeking a skilled IRB Credit Modelling Specialist to join...


  • London, Greater London, United Kingdom Hamlyn Williams Full time

    Hamlyn Williams is seeking an experienced professional to lead the Model Risk Management team as a Director, focusing on independent validation of Wholesale IRB models.The role offers a competitive compensation package and a highly supportive work environment. Key responsibilities include:Leading validations with support from junior team membersReviewing...


  • London, Greater London, United Kingdom Jas Gujral Full time

    We are seeking a highly skilled Model Validation Risk Quant with a strong background in IRB risk model validation.The ideal candidate will have at least 5 to 7 years of experience in conducting independent model validation and quantification of model risk, including effective communication of key facts and issues identified through those activities.They...


  • London, Greater London, United Kingdom InterQuest Group Full time

    **Credit Risk Modelling Manager**InterQuest Group is currently working with a consumer lending client who requires an expert in Credit Risk Modelling to lead their IRB models and scorecards.Key responsibilities will include developing and validating IRB models and ensuring they adhere to regulatory requirements.We are looking for an experienced professional...


  • London, Greater London, United Kingdom OSB Group Full time

    About OSB GroupOSB Group is a specialist mortgage lender, primarily focused on carefully selected segments of the mortgage market. Our specialist lending is supported by our Kent Reliance and Charter Savings Bank retail savings franchises. Diversification of funding is provided by sophisticated securitisation platforms. We have a unique cost-efficient...


  • London, Greater London, United Kingdom HSBC Global Services Limited Full time

    We are seeking an experienced professional to join our Model Risk Management (MRM) team at HSBC Global Services Limited in London as a Senior Manager, Data Validator. This role is part of our global function headed by the Chief Model Risk Officer (CMRO), which reports directly to the Group Chief Risk and Compliance Officer (GCRCO).The MRM function operates...

  • Credit Risk Modeller

    3 weeks ago


    London, Greater London, United Kingdom Barclay Simpson Full time

    About Barclay Simpson: We are a leading recruitment agency specialising in financial services. About the Role: We are seeking a Credit Risk Modeller to join our client, a well-known banking group, to take on an important role within the team set up to deliver AIRB for the firm's specialist lending portfolios. This is a new role, reporting to the Manager for...


  • London, Greater London, United Kingdom DataTech Analytics Full time

    About the RoleDataTech Analytics is seeking a skilled Risk Modelling Specialist to strengthen our consulting team within the wholesale modelling team. This exciting opportunity will allow you to leverage your expertise in risk management and credit risk model building to drive business growth and success.Key ResponsibilitiesDevelop and implement wholesale...


  • London, Greater London, United Kingdom Hamlyn Williams Full time

    Hamlyn Williams is seeking an experienced individual to join its Model Risk Management team as a Director, Validation Lead.About the RoleThis specialized quantitative position focuses on the independent validation of the organization's model landscape. Key responsibilities include:Leading independent validations of Wholesale IRB models with support from...


  • London, Greater London, United Kingdom Datatech Analytics Full time

    At Datatech Analytics, we're looking for a Risk Modelling Specialist to join our team in London.As a Risk Modelling Specialist, you will have the opportunity to work on challenging projects with leading financial institutions around the globe, where you'll be at the forefront of innovation in products and methodologies.We offer a competitive salary of...


  • London, Greater London, United Kingdom Full Circle Recruitment Ltd Full time

    Job Title: Senior Risk Modelling SpecialistWe are seeking a highly skilled Senior Risk Modelling Specialist to join our team at Full Circle Recruitment Ltd.About the Role:The successful candidate will have extensive experience in credit risk modelling, with a strong understanding of IFRS9, IRB and stress testing approaches.Key Responsibilities:Lead the...


  • London, Greater London, United Kingdom OSB Group Full time

    About the RoleWe are seeking a highly skilled Senior Model Development Analyst to join our Model Risk team on a fixed term basis. As a key member of our team, you will be responsible for providing analytics, model development, and reporting duties to support the development and maintenance of regulatory compliant rating systems.About the TeamOur Model Risk...


  • London, Greater London, United Kingdom Harnham Full time

    Senior/Lead Credit Risk Modeller£60,000 - £80,000 + EQUITYWe are actively hiring for a Senior/Lead Credit Risk Model Development Expert to work in the retail banking space.The CompanyThis exciting consultancy is a start-up who won business early with a Tier 1 bank. They have great growth plans and are looking for one of their first permanent hires.The...


  • London, Greater London, United Kingdom Barclay Simpson Full time

    About the Role:The Barclays Simpson corporate banking arm is seeking a highly skilled credit risk modeller to join its risk modelling function. As part of the strategic growth plan, this role will be instrumental in delivering AIRB for the firm's specialist lending portfolios.Key Responsibilities:Develop and implement models to support business decision...


  • London, Greater London, United Kingdom Full Circle Recruitment Ltd Full time

    Job SummaryWe are seeking a skilled Credit Risk Modelling Specialist to join our team at Full Circle Recruitment Ltd.This is an excellent opportunity to work on high-profile projects and collaborate with industry experts in the field of credit risk.About the RoleThe successful candidate will be responsible for leading the delivery of credit measurement...


  • London, Greater London, United Kingdom Full Circle Recruitment Ltd Full time

    Role OverviewWe are seeking a highly skilled Senior Credit Risk Specialist to join our Credit Risk Modelling team. As a Senior Credit Risk Specialist, you will be responsible for leading the delivery of credit measurement modelling and analytics services to clients.You will have expertise in credit modelling, including IFRS9, IRB, and stress testing, and be...