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