IRB Model validation - 12 month contract - eFinancialCareers : Job Details

• 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