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Credit Risk Model Validation Analyst

  • Location: London
  • Salary: £40000.00 - £50000.00 per annum per year
  • Job Type:Permanent

Posted 25 days ago

Role: Credit Risk Model Validation Analyst

Location: London (Hybrid Working)

Salary: Up to £50,000 plus benefits

The Role:

We are working in conjunction with a London-based Financial Services client to find a new Credit Risk Model Validation Analyst.

This is an exciting opportunity for an analyst with some experience in credit risk, modelling and/or model validation to work alongside experienced credit risk modellers and model validation experts and develop the skills required to progress within the organisation.

The role requires the holder to undertake model validation activities across the business. The role will be expected to challenge the suitability and build integrity of Credit Risk, finance and capital and liquidity related models.

The Candidate:

Successful applicants for this position should be able to demonstrate the following skills and experience:

· Strong mathematical and statistical background, including knowledge and understanding of statistical modelling techniques

· 2-4 years' relevant experience, e.g. in credit risk, modelling and/or model Validation

· Knowledge and understanding of regulatory models (IFRS 9 and Stress Testing) is desirable.

· Good programming skills, ideally including SAS

· Excellent written and presentational skills

· Advanced knowledge of MS Office suite, especially Excel.

Please submit your application as soon as possible, and if suitable, I will be in contact to discuss the role in greater detail.