Wholesale Credit Risk Validator

About the Role We’re currently recruiting for a global bank that is growing it’s Model Validation team and looking for experienced credit risk professionals, with a strong IRB background. You should have advanced coding skills and experience working across the full suite of wholesale models – PD, LGD & EAD. You should have good communication skills and the ability to challenge the first line of defence. Key Responsibilities Validating credit risk models – PD, LGD, EAD – and building challenger models. Leading improvements on existing codes. Delivering quantitative change reports to the first line of defence. Key Experience Significant experience reviewing, validating or developing wholesale IRB models. Strong understanding of the IRB framework. Advanced programming skills in SAS, Python or R. MSc or PhD in a quantitative subject such as Mathematics, Physics, Quantitative Finance or Computer Science.