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IRB Model Validation Expert

  • Job type: Contract
  • Location: London
  • Salary: Competitive
  • Job reference: 501983/001_1570780482
  • Sector: Selby Jennings, Risk Management
  • Date posted: 11/10/2019

We currently have a fantastic new opportunity for an IRB Model Validation Expert to join a Financial Service company on a 6 months rolling contract basis! This position commences in January 2020!

Responsibilities:

  • Developing and validating PD, EAD and LGD models for IRB requirements
  • Conducting and reviewing the IRB Model Validation
  • Working alongside various teams in the organisation including Credit Risk and Internal Audit team
  • Managing a small team as well as supporting junior team
  • Using your knowledge to give in depth and expert advice on the IRB Model and Validation of PD, EAD and LGD

Key Skills Required:

  • 5+ years experience working as an IRB Consultant/Validation Consultant in a Financial or Credit Risk environment
  • Strong knowledge and experience of IRB Modelling
  • Strong experience of validating PD, EAD and LGD
  • Some experience managing a team

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