Naukrijobs UK
Register
London Jobs
Manchester Jobs
Liverpool Jobs
Nottingham Jobs
Birmingham Jobs
Cambridge Jobs
Glasgow Jobs
Bristol Jobs
Wales Jobs
Oil & Gas Jobs
Banking Jobs
Construction Jobs
Top Management Jobs
IT - Software Jobs
Medical Healthcare Jobs
Purchase / Logistics Jobs
Sales
Ajax Jobs
Designing Jobs
ASP .NET Jobs
Java Jobs
MySQL Jobs
Sap hr Jobs
Software Testing Jobs
Html Jobs
IT Jobs
Logistics Jobs
Customer Service Jobs
Airport Jobs
Banking Jobs
Driver Jobs
Part Time Jobs
Civil Engineering Jobs
Accountant Jobs
Safety Officer Jobs
Nursing Jobs
Civil Engineering Jobs
Hospitality Jobs
Part Time Jobs
Security Jobs
Finance Jobs
Marketing Jobs
Shipping Jobs
Real Estate Jobs
Telecom Jobs

Credit Risk Model Validation Manager

Job LocationLondon
EducationNot Mentioned
Salary50,000 - 75,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Model Validation ManagerLondon£70,000This is the chance to lead the oversight, validation and management of predictive models across the Credit Risk function of a growing challenger bank. Youll be owning validation of PD, LGD and EAD models, IFRS9 calculations, Scorecards and other core Riskmodels across the bank. Youll be joining a vibrant business that can offer you the responsibility and accountability you need to progress. There is huge scope to learn and grow in this role and its perfect for someone looking for a step up to management inthe future or someone who enjoys being an individual contributorTHE COMPANY:Our client is a leading challenger bank targeting continued growth in retail banking services. The role offersexposure and interaction with director-level and established routes to managing a team and as such is a fantastic opportunity to progress your career to the next level in a hands-on, fast moving role.THE ROLE:

  • Perform validation analysis of capital models (PD, LGD, EAD) and Impairment (IFRS9) and Scorecards
  • Use SAS to validate Credit Risk model, data and wide risk frameworks
  • Optimise credit risk model performance through challenger model development, model monitoring and analysis
  • Engage with stakeholder and internal teams and external contacts
  • Contribute to the strategy optimisation, strategic analytics, and portfolio management functions
SKILLS AND EXPERIENCE:
  • Graduated with a numerate degree
  • Must have model validation experience within Credit Risk or similar environment
  • Scorecard, IFRS9 and/or IRB model development and/or validation experience preferred
THE BENEFITS:
  • Up to £70,000
  • Competitive benefits scheme
  • Grow with an expanding business
  • Flat structure where you will own projects and have a say on the wider business decisions
KEYWORDS:Credit Risk Analyst, Modelling, Validation, Monitor, Scorecards, SAS, SQL, Decision Science, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Default, Forecasting, Capital, Impairment, Scorecards, Application, Behavioural

APPLY NOW

Credit Risk Model Validation Manager Related Jobs

© 2019 Naukrijobs All Rights Reserved