IRB Validation (Contract role)
- Daily Rate and FTC candidates considered
- London, England, United Kingdom
- Contract, Full time
- 14 Feb 19
Banking Group - Retail Risk Management Model Validation - London, UK
- Group-wide Model Validation.
- Main focus on retail models (LGD/EAD/PD) with some validation of corporate models.
- Liaison with senior management.
- Model validation experience.
- Experience with IFRS 9, Economic Capital, stress testing, sensitivities, A-IRB modelling, time series modelling.
- SAS, R, VBA, and other model building tools.
- Good English-language communication skills.
Vennbridge is an employment firm in relation to this posting. For further information, see www.vennbridge.com.