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Model Validation Manager

Harnham - Data & Analytics Recruitment
Posted a day ago, valid for a month
Location

Solihull, West Midlands B90 4SF

Salary

£55,000 - £66,000 per annum

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Contract type

Full Time

In order to submit this application, a Reed account will be created for you. As such, in addition to applying for this job, you will be signed up to all Reed’s services as part of the process. By submitting this application, you agree to Reed’s Terms and Conditions and acknowledge that your personal data will be transferred to Reed and processed by them in accordance with their Privacy Policy.

Sonic Summary

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  • The Model Validation Manager position is available in Solihull, requiring attendance once per week and offering a salary of up to £65,000.
  • This role is crucial for maintaining the integrity of financial and risk models within a leading financial institution focused on risk management and regulatory compliance.
  • Candidates must have experience managing the end-to-end validation process for various models, including credit and market risk, as well as building IRB and challenger models.
  • Proficiency in programming languages such as R, SAS, SQL, or Python is required for this position.
  • Applicants should demonstrate a robust understanding of quantitative models and compliance with regulatory standards like Basel and IFRS 9.

MODEL VALIDATION MANAGER

SOLIHULL- ONCE PER WEEK

UP TO £65,000

Join a leading financial institution committed to excellence, innovation, and risk management. They are seeking a highly skilled and experienced Model Validation Manager to join a dynamic Risk Management team. This role is pivotal in ensuring the integrity of the bank's financial and risk models, driving business success, and regulatory compliance.

THE ROLE

  • Manage the end-to-end validation process for models across various domains, including credit risk, market risk, operational risk, and capital management.
  • Building IRB models and challenger models for the Bank
  • Provide an independent review and assessment of quantitative models, ensuring they are robust, fit for purpose, and in line with regulatory standards (e.g., Basel, IFRS 9).
  • Ensure compliance with internal governance frameworks and regulatory requirements, including model documentation, testing, and performance monitoring.

REQUIREMENTS

  • Experience with R, SAS, SQL or python
  • Experience building IRB models

HOW TO APPLY

Please apply below or send CV

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In order to submit this application, a Reed account will be created for you. As such, in addition to applying for this job, you will be signed up to all Reed’s services as part of the process. By submitting this application, you agree to Reed’s Terms and Conditions and acknowledge that your personal data will be transferred to Reed and processed by them in accordance with their Privacy Policy.