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.