Wissen Infotech - Model Validation Role - IRB

- Conducting Model Validation activities for the IRB model suite. including, where appropriate: the evaluation of developer documentation and testing. independent testing and the evaluation of model limitations and mitigating controls.

- Documenting, to high standards. model validation findings and alternative benchmark models.

- Interpretation of the CRE, EBA RTS and EGIM rules and alignment of the validation work to these regulatory standards.

Skills required (essential) :

- Experience gained in a similar role at a banking institution, with particular knowledge of IRB Probability of Default (PD), rating templates, LGD, EAD and IFRS9 models.

- Experience of working with EU regulations.

- Master or Ph.D. degree in Finance, Economics, Statistics, or a related quantitative field.

- In-depth knowledge of mathematical finance and statistical methods.

- Clear thinking, good business sense and judgment.

- Good oral and written communication skills.

- Experience of Python and SQL would be advantageous.