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MODEL VALIDATION MANAGER (IRB)
UP TO £60,000
MIDLANDS (mostly remote)
This is an exciting opportunity to own the end-to-end model validation of this company's IRB models.
THE COMPANY
This company is a UK challenger bank offering a range of products including savings, mortgages, loans, and asset finance to name a few. They are a FTSE250 company and offer development finance. Their niche is financing more bespoke products than ordinary lenders
THE ROLE
You will be doing the following daily:
- Review and challenge the development, implementation, and ongoing use of the bank's more important models.
- Prepare and present detailed analytic reports evaluating the model developments and any enhancements.
- Develop the business' analytical infrastructure and framework.
- Ensure compliance with regulatory standards such as IRB and IFRS9.
- Support the Independent Validation team, and the wider Model Oversight team.
YOUR SKILLS AND EXPERIENCE
- 3 years of experience in a statistical modelling role, in a commercial environment.
- Highly numerical, with excellent analytical skills, with R programme being desirable.
- Excellent written and verbal communication skills.
- Strong awareness of the credit risk customer journey.
- Numerate degree from a Russel Group university in a STEM subject.
THE BENEFITS
- Up to £60,000 salary.
- Companywide, profit-sharing bonus.
- Pension scheme - up to 10%.
- Life assurance and personal accident cover.
HOW TO APPLY
Please register your interest by sending your CV to Gaby Adamis via the Apply link on this page.
