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IRB Model Validation x2

  • Location

    London

  • Sector:

    Risk Management

  • Job type:

    Contract

  • Salary:

    £700 - 750 per day

  • Contact:

    Jonathan Neenan

  • Contact email:

    Jon.Neenan@jcwresourcing.com

  • Contact phone:

    02035899279

  • Job ref:

    LM46366

  • Published:

    12 days ago

  • Expiry date:

    2019-09-06

  • Consultant:

    Jonathan Neenan

The Role:

  • IRB project - Model Development/Validation - On site with a retail banking client.
  • Specific focus on PD, LGD, EAD models.
  • Contract Duration: Six months initial.

Requirements: 

  • 7+ years model development and validation experience.
  • Top tier retail banking experience.
  • Consultancy experience is desirable.
  • IRB or IFRS 9 project experience.
  • Credit Risk experience - LGD, PD, EAD model exposure.
  • Able to work in London (some travel).