Twenty Financial Services are currently recruiting for a Model Validation VP for a Tier 1 Bank in London.
Working within the Model Risk Department, this person will work in the Validation team within the Credit Risk realm, focusing specifically on the validation of all the retails models of the firm.
- Performing technical analysis and validation across all retail models and challenging the performance and quality of existing models against devised standards; also building challenger models where necessary.
- Immediate delivery of IFRS9.
- Ensuring the governance of High Materiality models.
- Producing validation reports.
- Analysing the models on a technical level in order to drive continuous improvement.
- Minimum 5 years experience within Credit Risk (within a banking background is highly desirable)
- Outstanding Model Validation and Model Development experience, specifically within credit or market risk.
- Excellent Model Review skills and the ability to present information to technical and non- technical receivers.
- Experience in programming languages, SAS or R, is essential.
- Experience or knowledge of IFRS9 is highly desirable.