IRB Model validation - 12 month contract
• Conduct model validation for IRB models by challenging model assumptions, mathematical formulation, and implementation
• Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions
• Assess and quantify model risks due to model limitations and develop compensating controls
• Develop high-quality validation reports highlighting risks and limitations of models and communicate findings to stakeholders, senior management.
Experience:
- 5+ years in IRB modelling or validation
- Experience from a leading wholesale bank
- Experience in Python, R or VBA
- Available with 1 month
• Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions
• Assess and quantify model risks due to model limitations and develop compensating controls
• Develop high-quality validation reports highlighting risks and limitations of models and communicate findings to stakeholders, senior management.
Experience:
- 5+ years in IRB modelling or validation
- Experience from a leading wholesale bank
- Experience in Python, R or VBA
- Available with 1 month
You need to sign in or create an account to save a job.
Get job alerts
Create a job alert and receive personalized job recommendations straight to your inbox.
Create alert