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Date Added: Fri 04/10/2024

Model Validation Manager

Solihull, UK
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Company: HARNHAM - DATA & ANALYTICS RECRUITMENT

Job Type: Permanent, FullTime

Salary: £50,000 - £65,000 per annum

MODEL VALIDATION MANAGER

SOLIHULL- ONCE PER WEEK

UP TO £65,000

Join a leading financial institution committed to excellence, innovation, and risk management. They are seeking a highly skilled and experienced Model Validation Manager to join a dynamic Risk Management team. This role is pivotal in ensuring the integrity of the bank's financial and risk models, driving business success, and regulatory compliance.

THE ROLE

  • Manage the end-to-end validation process for models across various domains, including credit risk, market risk, operational risk, and capital management.
  • Building IRB models and challenger models for the Bank
  • Provide an independent review and assessment of quantitative models, ensuring they are robust, fit for purpose, and in line with regulatory standards (e.g., Basel, IFRS 9).
  • Ensure compliance with internal governance frameworks and regulatory requirements, including model documentation, testing, and performance monitoring.

REQUIREMENTS

  • Experience with R, SAS, SQL or python
  • Experience building IRB models

HOW TO APPLY

Please apply below or send CV

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