Model Validation Specialist
Consultant Cillian Mooney
Date posted 16 January 2019 2019-01-162019-02-26 banking Dublin Dublin IE EUR 55000 60000 60000 YEAR Robert Walters https://www.robertwalters.ie https://www.robertwalters.ie/content/dam/robert-walters/global/images/logos/web-logos/logo.gif
A leading Bank based in Dublin is looking to hire a Model Validation specialist to join their team.
Key Responsibilities of the Model Validation Specialist:
- Support the Initial/Periodic Validation of credit models including assessment against internal policy, regulatory requirements and other applicable controls
- Maintain and develop Model Tracking reports
- Work with business units to promote and deliver a best in class analytics service consistent with their needs
- Keep up to date with best practice and regulation as it relates to credit models
- Help to ensure that models are used correctly to support with decisions, forecasting and planning
- Carry out an initial review of the documentation and proposed risk rating report while working with management to evaluate formal results of analysis performed
As the Model Validation Specialist you will have knowledge of Credit Risk Modelling and statistical modelling techniques inline with IRB including PD, LGD & EAD methodologies. You will have experience using Python, Matlab, R or SAS.
If you are interested in this position and would like to know more please appl;y today or contact Cillian Mooney for more information.