Model Validator

We are seeking experienced an experienced Credit Risk Model Validator to join our dynamic team. If you are passionate about developing and validating models, enjoy intellectual challenges, and thrive in a collaborative environment, this is a great opportunity for you. You will be responsible for the validation of credit risk models and will play a key role in assessing the risks associated with financial models. The role requires a deep understanding of risk models, regulatory standards, and the ability to interact effectively with stakeholders.

**The team**:
The model risk management team is composed of highly specialized professionals dedicated to validating risk models. Our team focuses on quantifying risks across different regions and products, with the goal of staying ahead of regulatory and market developments. We aim to be industry leaders by continuously improving our methods, standards, and tools.

**Roles and Responsibilities**:

- Validate credit risk models (IRB and IFRS9) in line with internal standards and regulatory requirements.
- Ensure compliance with regulatory obligations by reviewing and improving model validation processes.
- Collaborate with stakeholders, including senior management, to communicate findings and ensure that models meet both technical and business needs.
- Keep up to date with industry trends and regulatory changes, contributing to the continuous improvement of the validation framework.

**How to Succeed**:

- Strong knowledge of credit risk models, including regulatory frameworks such as IFRS9 and IRB.
- Experience in developing or validating credit risk models, particularly in wholesale banking or statistical modelling environments.
- Academic background (MSc or PhD) in a relevant field such as econometrics, statistics, physics, or mathematics.
- Proficiency in data modelling tools and coding, particularly with software such as SAS.
- Strong communication skills to engage with stakeholders and advise senior management.
- A proactive attitude with a commitment to improving processes and challenging the status quo.

Tick all the boxes? Then smash that button and let’s have a chat.

**About us**: