JCW Resourcing UK
Senior Credit risk model validator
- Must have a master degree or PhD in quantitative methods (mathematics, physics, statistics or familiar)
- 5-10 years' experience in working with credit risk models – banking sector or consultancy
- SAS and Python experience is a plus!
- You have a good knowledge of statistical tools and modelling techniques
- Regulations knowledge
- Stakeholder management
- Fluent in English spoken and written
- Strong knowledge of IRB and/or IFRS 9 modelling techniques
- Knowledge of credit decision models (e.g. underwriting models, credit valuation and early warning systems)
- Experience in developing or validating of Credit risk models
We aim to be an equal opportunity recruiter and we are determined to ensure that no applicant receives less favourable treatment on the grounds of gender, age, disability, religion, belief, sexual orientation, marital status, or race, or is disadvantaged by conditions or requirements.