Credit Risk Modeller Credit Risk Modeller …

BSM Group
in London, England, United Kingdom
Permanent, Full time
Last application, 12 Aug 19
Competitive
BSM Group
in London, England, United Kingdom
Permanent, Full time
Last application, 12 Aug 19
Competitive
My client is a Tier 1 Investment Bank looking to hire a Model Validator specialising in IRB and IFRS9 models.

This role is also responsible for:

  • Building challenger models 
  • Stress testing within regulatory frameworks 
  • Production of high-quality model validation documentation 

 

They are looking for someone with model development or model validation experience who is confident in implementing machine learning techniques.

 

They are interested in profiles with:

  • MSc/PhD educated in a numerical discipline
  • Strong proficiency with Python/C++/R/SQL
  • Understanding of regulator's compliance requirements

 

Please submit a copy of your CV for further information.

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