IRB Model Validation

6 days ago

London Area, United Kingdom The FISER Group Full time

My client, a leading Tier One Global Bank are looking for an Associate level IRB model validation specialist. You'll be working alongside industry experts in model risk management, with opportunities for growth and continuous learning. There will be the opportunity to take on high-profile responsibilities, including the evaluation of cutting-edge Internal Ratings-Based (IRB) models and engagement with regulatory bodies working in an inclusive and engaging environment.


The role:


  • Conducting rigorous assessments of IRB models, particularly wholesale IRB, to evaluate assumptions, mathematical methodologies, and implementations.
  • Testing models independently to ensure they perform accurately and robustly under a variety of scenarios and market conditions.
  • Identifying risks and limitations in models, quantifying these risks, and proposing practical solutions.
  • Producing detailed validation reports and presenting findings to senior leadership and key stakeholders.
  • Building strong relationships with global teams and regulatory bodies, contributing to timely and accurate submissions.


What the successful candidate can bring:


  • An advanced degree (Master’s or PhD) in a quantitative discipline such as Finance, Mathematics, Physics, Engineering, or Economics.
  • Expertise in mathematical finance, derivative pricing, and numerical techniques.
  • Knowledge of IRB concepts such as Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), stress testing, and IFRS9.
  • Familiarity with market and credit risk regulatory requirements.
  • Experience in developing models using Python, R, or Excel VBA.
  • Strong communication skills, both written and verbal, to engage effectively with diverse stakeholders.
  • A proactive approach and the ability to thrive in a fast-paced, multi-tasking environment.

  • IRB Model Validation

    6 days ago

    London Area, United Kingdom The FISER Group Full time

    My client, a leading Tier One Global Bank are looking for an Associate level IRB model validation specialist. You'll be working alongside industry experts in model risk management, with opportunities for growth and continuous learning. There will be the opportunity to take on high-profile responsibilities, including the evaluation of cutting-edge Internal...

  • IRB Model Validation

    1 month ago

    London, United Kingdom The FISER Group Full time

    My client, a leading Tier One Global Bank are looking for an Associate level IRB model validation specialist. You'll be working alongside industry experts in model risk management, with opportunities for growth and continuous learning. There will be the opportunity to take on high-profile responsibilities, including the evaluation of cutting-edge Internal...

  • IRB Model Validation

    1 month ago

    London,, UK, United Kingdom The FISER Group Full time

    My client, a leading Tier One Global Bank are looking for an Associate level IRB model validation specialist. You'll be working alongside industry experts in model risk management, with opportunities for growth and continuous learning. There will be the opportunity to take on high-profile responsibilities, including the evaluation of cutting-edge...

  • IRB Model Validation

    4 weeks ago

    London, United Kingdom The FISER Group Full time

    My client, a leading Tier One Global Bank are looking for an Associate level IRB model validation specialist. You'll be working alongside industry experts in model risk management, with opportunities for growth and continuous learning. There will be the opportunity to take on high-profile responsibilities, including the evaluation of cutting-edge...

  • IRB Model Validation

    3 weeks ago

    London, United Kingdom The FISER Group Full time

    Job Description My client, a leading Tier One Global Bank are looking for an Associate level IRB model validation specialist. You'll be working alongside industry experts in model risk management, with opportunities for growth and continuous learning. There will be the opportunity to take on high-profile responsibilities, including the evaluation of...

  • Wholesale IRB Model Validator

    3 weeks ago

    London, Greater London, United Kingdom Hamlyn Williams Full time

    About the PositionWe are seeking a skilled professional to lead our Model Risk Management team as a Director. This role involves independent validation of our Wholesale IRB models and requires a deep understanding of these models, as well as experience in leading teams of junior model developers or validators. The successful candidate will be rewarded with a...

  • Global IRB Model Validator

    2 weeks ago

    London, Greater London, United Kingdom Danos Group Full time

    About the JobDanos Group is currently recruiting for a Global IRB Model Validator to join its growing team. As a key member of our model validation team, you will be responsible for reviewing and challenging credit risk models to ensure compliance with regulatory requirements.Job DescriptionThe successful candidate will have significant experience working...

  • IRB Validation Expert

    2 weeks ago

    London, Greater London, United Kingdom The FISER Group Full time

    We are looking for an experienced IRB Validation Expert to join our team at The FISER Group. As a key member of our risk management department, you will be responsible for conducting thorough assessments of our IRB models.The ideal candidate will possess advanced knowledge of mathematical finance, probability of default, loss given default, exposure at...

  • Lead Irb Modeller

    7 months ago

    London, United Kingdom Barclay Simpson Full time

    **Lead IRB Modeller**: - London - £70k - £85k - Job type: Permanent - Sector: Financial Services, Banking - Job reference: SN/39862 Barclay Simpson are pleased to be representing a specialist mortgage bank in their search for a Lead IRB Credit Risk Modeller. As part of the insights and analytics function, the successful applicant will be part of team who...

  • Wholesale IRB Modeller

    4 months ago

    London Area, United Kingdom Harnham Full time

    CREDIT RISK CONSULTANT – WHOLESALE IRB MODELLING£90,000LONDON THE COMPANYThis exciting boutique consultancy have an opportunity for an experienced candidate to join the business. This offers the chance to work across a range of credit modelling projects with clients across the financial services space. This global firm are growing significantly and offer...

  • Wholesale IRB Modeller

    4 months ago

    London Area, United Kingdom Harnham Full time

    CREDIT RISK CONSULTANT – WHOLESALE IRB MODELLING£90,000LONDON THE COMPANYThis exciting boutique consultancy have an opportunity for an experienced candidate to join the business. This offers the chance to work across a range of credit modelling projects with clients across the financial services space. This global firm are growing significantly and offer...

  • Manager - Credit Risk Models Irb, Ifrs9

    1 day ago

    London, United Kingdom eFinancial Careers Full time

    Manager - Credit Risk Models (IRB, IFRS9) A global dynamic consulting firm that has been built for and around its people is currently recruiting for a Manager and a Consultant who have recent experience developing and validating credit risk models.This experience should have been gained in a bank,with some time gained in a consulting environment. You...

  • Risk Assessment Professional

    3 weeks ago

    London, Greater London, United Kingdom The FISER Group Full time

    Job OverviewThe FISER Group seeks an experienced Risk Assessment Professional - IRB Models to join its team. In this role, you will be responsible for evaluating the accuracy and effectiveness of Internal Ratings-Based (IRB) models used by the company.Key Responsibilities:Conduct thorough reviews of IRB models to identify potential risks and...

  • Model Validation Expert

    2 weeks ago

    London, Greater London, United Kingdom The FISER Group Full time

    The FISER Group is committed to hiring talented individuals who can help us drive innovation in the field of risk management. We are seeking a skilled Model Validation Expert to join our team.This role offers a competitive salary of approximately $150,000 - $220,000 per annum, depending on location and experience.In this position, you will be responsible for...

  • Wholesale Credit Model Validation Specialist

    2 weeks ago

    London, Greater London, United Kingdom Danos Group Full time

    Job Title: Senior Quantitative Risk Manager - Wholesale ModelsWe are a leading global bank seeking a highly experienced credit risk professional to join our Model Validation team. The ideal candidate will have a strong background in IRB, advanced coding skills, and experience working across the full suite of wholesale models - PD, LGD &...

  • Global Wholesale Credit Model Validator

    3 weeks ago

    London, Greater London, United Kingdom Danos Group Full time

    About the RoleWe are seeking a highly experienced credit risk professional to join our global bank's Model Validation team. The ideal candidate will have a strong background in IRB and advanced coding skills, with experience working across the full suite of wholesale models - PD, LGD & EAD.Key ResponsibilitiesValidating credit risk models - PD, LGD, EAD -...

  • Irb Credit Risk Modeler

    7 months ago

    London, United Kingdom Talent Solution TAPFIN Full time

    Title: IRB credit risk modelerLocation: London (remote/hybrid)Duration: 6 months (scope to extend)Rate: FlexibleSummary:This vacancy will be responsible for IRB credit risk model development within continental Europe. The vacancy holder needs to have a good understanding of modelling, IRB regulation, products, risk data flows from customer and product...

  • Model Validation Lead

    3 weeks ago

    London, Greater London, United Kingdom Hamlyn Williams Full time

    Hamlyn WilliamsWe are seeking an experienced individual to join our Model Risk Management team as a Director. This role offers a robust professional development framework, a competitive compensation package with an estimated annual salary of £120,000 to £180,000, and the opportunity to work in a highly supportive, inclusive environment.The MRM function is...

  • Global Model Validation Specialist

    3 weeks ago

    London, Greater London, United Kingdom Danos Group Full time

    About the RoleAs a Global Model Validation Specialist at Danos Group, you will play a crucial role in reviewing and validating wholesale credit risk models. This is an exciting opportunity to join our team of experienced professionals who are passionate about ensuring the integrity of our credit risk assessment processes.Key ResponsibilitiesValidating credit...

  • Wholesale IRB Modeller

    4 months ago

    London, United Kingdom Harnham Full time

    CREDIT RISK CONSULTANT – WHOLESALE IRB MODELLING£90,000LONDON THE COMPANYThis exciting boutique consultancy have an opportunity for an experienced candidate to join the business. This offers the chance to work across a range of credit modelling projects with clients across the financial services space. This global firm are growing significantly and offer...