Model Validation x2
JCW have been engaged by a leading FS firm based in London to recruit for a IRB model validator for a three month contract. The Role:
• Model validation and testing of IRB models - specifically validation of the "slotting approach" method.
• Coding in SAS.
• Data deep dives. Requirements:
• Minimum of two years' experience validating IRB models and model risk validation or 5 years in model development.
• You must have experience working in tier 1 banking group or an IRB FS firm.
• Experience coding in SAS.
• Excel knowledge