IRB Model validation - 12 month contract
other jobs eFinancial Careers
Added before 1 hours
- England,London
- full-time
- Competitive salary
Job Description:
• Conduct model validation for IRB models by challenging model assumptions, mathematical formulation, and implementation
• Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions
• Assess and quantify model risks due to model limitations and develop compensating controls
• Develop high-quality validation reports highlighting risks and limitations of models and communicate findings to stakeholders, senior management.
Experience:
- 5+ years in IRB modelling or validation
- Experience from a leading wholesale bank
- Experience in Python, R or VBA
- Available with 1 month
• Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions
• Assess and quantify model risks due to model limitations and develop compensating controls
• Develop high-quality validation reports highlighting risks and limitations of models and communicate findings to stakeholders, senior management.
Experience:
- 5+ years in IRB modelling or validation
- Experience from a leading wholesale bank
- Experience in Python, R or VBA
- Available with 1 month
Job number 1674049
metapel
Company Details:
eFinancial Careers
From simple beginnings in 1995, Talent has been on a journey to redefine the world of recruitment through creating the most empowering customer and ca...