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