Model Validation x2
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Location
London, United Kingdom
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Sector:
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Job type:
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Salary:
Flexible
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Contact:
Jonathan Neenan
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Job ref:
41870
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Published:
8 months ago
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Expiry date:
2019-12-04
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Consultant:
#
JCW have been engaged by a leading FS firm based in London to recruit for a IRB model validator for a three month contract.
The Role:
• Model validation and testing of IRB models – specifically validation of the “slotting approach” method.
• Coding in SAS.
• Data deep dives.
Requirements:
• Minimum of two years’ experience validating IRB models and model risk validation or 5 years in model development.
• You must have experience working in tier 1 banking group or an IRB FS firm.
• Experience coding in SAS.
• Excel knowledge