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Manager - Model Validation - Credit Risk

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Eximius Finance 90000.00 British Pound . GBP Per annum

2021-12-03 07:32:26

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: I.T. & Communications

Job description

Responsibilities

  • Carry out independent validation of new and existing credit risk models.
  • Review the model development process including assessment of model components against regulatory requirements.
  • Provide quantitative assessment of models performance using statistical testing.
  • Work with internal teams to improve existing models.
  • Manage end to end validation of credit risk models.

Essential Requirements

  • Minimum masters degree in a statistical subject including, Statistics, Economometrics, Mathematics or quant.
  • Proven working experiene in quantitative modelling or model validation in credit risk.
  • Strong regulatory knowledge (CRR, PRA, EBA)
  • Great statistical and data analysis skills including SAS, R and C++.

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