Model Risk Validation Officer

Join us as aModel Risk ValidationOfficer

• This is anopportunity for a passionate and driven riskspecialist
• We'll look to you to review andvalidate credit risk models
• It's an ideal roleto gain detailed exposure to the developing world of model risk, aswell as to a range of stakeholders and seniorexecutives

Whatyou'll do

This rolewill see you validate our credit models to identify modellimitations and assess the models against external regulation,internal policies andstandards.

We'll also look toyou to perform challenger model development and sensitivityanalysis to assess the adequacy of modelling or data assumptions,documenting all the analysis in a succinct and clearmanner.

Your responsibilitieswill alsoinclude:

• Managingyour validation projects and communicating progress and issues tostakeholders
• Making sure that the management ofmodels aligns with our model risk policy, and undertaking modelrisk assessments to identify potentialrisks
• Providing expert advice on aspects ofrisk management, including providing senior executives withrelevant MI and reports, escalating concerns whereappropriate

Theskills you'llneed

We're lookingfor someone with a quantitative degree and experience ofdeveloping, reviewing, validating and implementing analyticalcredit risk measurement tools. You should have a soundunderstanding of IRB requirements and good Pythonskills.

We'll alsoexpect:

• Knowledgeof IFRS9 standards
• The ability to communicate,both verbally and in writing, to seniorcolleagues
• Excellent attention todetail