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Senior Model Validator - Credit Risk

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Selby Jennings

2021-12-03 08:58:19

Job location Rugby, Warwickshire, United Kingdom

Job type: fulltime

Job industry: Banking & Financial Services

Job description

Key responsibilities of the position:

  • Development and implementation of new Risk Models.
  • Responsible for the validation of scores and score cards, both internal and external.
  • Assisting the Credit Strategy team with optimal score recommendations.
  • Provide support to Country Risk, Finance and Credit Strategy teams.
  • This includes, but is not limited to, Credit Risk acquisitions, ratings and behavioural score cards.

Key requirements of the position:

  • A strong background in the development of credit score models.
  • An in-depth knowledge of retail risk management within financial services
  • A proven track record advising on the strategic use of models.
  • Educated to degree level in a quantitative or financial subject.
  • Proficient in SQL, R and SPSS.
  • Willing to be based in London.

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