Role: Model Validation Manager
Location: London (50% on-site requirement)
Salary: Up to £80,000 plus benefits
Hydrogen are working in partnership with a London-based Financial Services client to find a new Model Validation Manager on a permanent basis.
For this role, you will be required to undertake all model validation activities across the business, and challenge the suitability of Credit Risk models, Finance and Capital, and Liquidity related models.
Initially the main focus for the role holder will be the development of the validation of regulatory models (IFRS9 and Stress Testing), and finance models. The role will subsequently expand into the continued assessment of new and existing models.
To be successful in this position, candidates should be able to demonstrate the following skills and experience:
- Model Validation experience in Credit Risk
- Knowledge and understanding of regulatory models (IFRS 9 and Stress Testing) Strong mathematical and statistical background, knowledge of statistical modelling techniques.
- Experience of using SAS is essential, experience using other programming languages such as SQL, R and python is desirable
- Excellent written, presentation, and interpersonal skills.
- Advanced knowledge of MS Office suite, especially Excel
If this sounds like the next step in your career, please submit your application as soon as possible, and if suitable I will be in contact directly to discuss the opportunity in greater detail.