Senior Model Validation Analyst - West Midlands (Region), United Kingdom - Harnham

Harnham

Verified Company

West Midlands (Region), United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Senior Model Validation Analyst

West Midlands (Remote)

£68,000

Our client, a popular challenger bank is looking for an experienced Modeling Analyst responsible to monitor and validate the bank's entire modeling suite including credit risk, financial, treasury etc.

The setup of the team will offer you exposure to modelsacross the entire business including senior-level stakeholder engagement.

There is huge scope for growth in this role in large-scale projects underway across multiple business areas and model types.

This is a great time to come in and play a crucial role in the Modelling function that has exciting plans in the pipeline.

THE ROLE:

Manage models from a 2nd line perspective including ongoing management, maintenance and optimisation
Ownership over model validation of models across the bank including IFRS9, IRB, Decision models, Treasury, Financial, Pricing and Stress Testing models
Development of challenger models to contest and optimise existing models
Daily use of analytical tools such as SAS, Excel etc

SKILLS AND EXPERIENCE:

Graduated with a numerate degree
Must have model validation or development experience within a Credit Risk or financial services environment

THE BENEFITS:

Up to £70,000
Competitive benefits scheme

KEYWORDS:

Credit Risk Analyst, Modelling, Validation, Monitor, Scorecards, SAS, SQL, Decision Science, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Default, Forecasting