AVP Model Validation Specialist

3 weeks ago


West Midlands Combined Authority, United Kingdom Barclay Simpson Full time

AVP Model Validation Specialist

The AVP Model Validation Specialist is responsible for developing models to support business decision making, risk management, and estimation of regulatory capital requirements in line with internal development standards and policies. The successful candidate will have significant prior experience of IRB modelling and be able to take on a senior role within our team.

About the Job:

  • Develop models to support business decision making, risk management, and estimation of regulatory capital requirements in line with internal development standards and policies.
  • Perform exploratory and ad-hoc data analysis to generate meaningful customer or portfolio insights.
  • Extract, transform, and clean data required for modelling and analysis purposes.

Requirements:

  • Bachelor's degree (1st class or higher) in mathematics, applied mathematics, physics, statistics, engineering, econometrics, or equivalent.
  • High level of competence in SAS or SQL programming; equivalent level in alternate programming language considered (e.g., R, Python, Matlab).
  • Advanced experience in extracting, transforming, and cleaning data for modelling purposes.

Salary: £95,000 - £125,000 per annum.


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