IRB Validation (Contract role)

  • Daily Rate and FTC candidates considered
  • London, England, United Kingdom
  • Contract, Full time
  • Vennbridge
  • 14 Feb 19

Banking Group - Retail Risk Management Model Validation - London, UK

Role

  • Group-wide Model Validation.
  • Main focus on retail models (LGD/EAD/PD) with some validation of corporate models.
  • Liaison with senior management.

Candidate requirements

  • 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.