Our client is seeking a highly experienced individual to join their team as a Director, Model Data Validation Lead.
You will have the chance to lead data validations and assess the quality of data used for Wholesale Credit Risk PD/LGD/EAD Model Development from a second line of defence perspective.
The role also involves leading the development of a Python codes library for statistical analyses and tests.
What you'll do: Leading data validations to assess the quality of data used for Wholesale Credit Risk PD/LGD/EAD Model DevelopmentLeading the development of the Python codes library for statistical analyses and testsCritical assessment of the statistical tests to be incorporated in the libraryLeading improvements of existing codes and report creation toolsLeading enhancements to data flows across systems used in the bank and processes to drive efficiency across the model life cycleDelivering timely and accurate reports and solutions to support the management of model riskLeading analytical and highly quantitative change projects to enable the first line of defence to manage model risk efficiently and effectivelyWhat you bring: Significant experience in data preparation for Wholesale Credit Risk IRB or IFRS9 models (discovery, structuring, cleaning)Experience with large automation projectsAdvanced programming skills in Python and SASExperience with Azure, GCP and ML libraries (e.g.
TensorFlow) would be desirableAbility to present complex statistical concepts and results to non-technical audiences in a persuasive mannerInnovative thinking with an understanding of the latest ways of workingAbout the job: Contract Type: Permanent
Workplace Type: Hybrid
Experience Level: Director
Location: London
Specialism: Risk & Compliance
Focus: Risk - Credit Risk
Industry: Financial Services
Salary: £140,000 - £180,000 per annum
Job Reference: 6C7Y7M-EC74C59D
Date posted: 06 December 2024
Consultant: James Kelly
Our client is seeking a highly experienced Director-Validation Lead to join their global Model Risk Management (MRM) team.
This role offers the opportunity to lead independent model validations of Wholesale IRB models, drive partial automation of validation activities in Python, and mentor junior team members.
Come join our global team of creative thinkers, problem solvers, and game changers.
We offer accelerated career progression, a dynamic culture, and expert training.
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