Senior Model Validation Consultant - Retail

London (Greater)
£50000 - £75000 per annum
17 Jun 2014
15 Jul 2014
RE-12525591
Sue Wan
Finance
Permanent
Full Time

As described above the successful role holder's responsibilities would include but not limited to the following:

- Statistical testing of model/ Scorecard performance (The types of Models include Capital Models, Decision Scorecards, Impairment Models)

- Test, thus on occasion rebuild model components

- Liaise and communicate with key stakeholders in the wider business area such as Scorecard Developers, Business owners, Model Approvers as well as other members of the Validation team

- Identification of model assumptions and limitations

- Assess model performance against model risk drivers, and regulatory requirements.

To be considered for the role, my clients are looking for an ambitious individual ideally from a Financial Services/ Banking background. You will have a highly numerate background with the following skill profile:

- Strong technical knowledge of retail credit risk modelling

- Extensive knowledge of Model Development and / or the Validation Process

- Excellent communication/ Presentation skills and proven track record in stakeholder management

- SAS Programming skills

This is an exciting opportunity to join a world class team. To discuss this opportunity in more detail please contact SUe Wan on 0121 265 74 74