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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
Key responsibilities of the position: Responsible for the development of the banks credit risk models, covering IRB IRFRS9 and Credit Stress testing Models. Working to prepare checklists for the Banks validation activities, ensuring the relevant processesare followed inline with model risk policy Providing expert advice to the risk management team using relevant MI and reports. Key requirements of the position: Minimum of 5 years experience in developing, reviewing and validating credit risk management models,including IRB, IFRS9 and Credit Stress testing models. Good knowledge of Basel requirements. Proficient in the use of SAS and/or Python and Excell. Willing to work to a Hybrid model based in Edinburgh