Credit Risk Modelling Specialist
1 day ago
A leading financial institution is seeking a Model Validation Manager to oversee the independent review, governance, and validation of credit risk models, including pricing, IRB credit, and IFRS 9/impairment models . This strategic role ensures model accuracy, compliance, and effective implementation across the business. If you have expertise in credit risk modelling and a passion for risk management, we encourage you to apply.
Key Responsibilities:- Model Validation Independently review and validate key credit risk models.
- Governance & Compliance Establish and manage a robust model governance framework.
- Implementation Oversight Ensure models are correctly applied across the business.
- Validation Strategy Develop and execute a validation plan aligned with business risk.
- Stakeholder Engagement Promote risk management and ensure model adoption.
- Consulting & Research Provide expert insights and enhance model effectiveness.
- Technical Expertise Apply programming and financial risk knowledge in validation.
- Reporting & Compliance Ensure adherence to regulatory and market risk principles.
- Honours degree or equivalent in a relevant field.
- Advanced Microsoft Office skills.
- Strong programming and modelling expertise (any language).
- Proficiency in SAS programming .
- Solid financial services acumen .
- Knowledge of financial accounting and market risk principles .
- Flexibility for extended hours when needed.
- Willingness to travel as required.
Take the next step in your career and be part of a team that drives excellence in risk management
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