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Model Validation x2

  • Location

    London, United Kingdom

  • Sector:

    Risk Management

  • Job type:

    Contract

  • Salary:

    Flexible

  • Contact:

    Jonathan Neenan

  • Job ref:

    41870

  • Published:

    6 months ago

  • Expiry date:

    2020-04-02

  • Consultant:

    Jonathan Neenan

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