Support the Head of Model Validation in ensuring challenge of model development and implementation provide a robust and independent review of all models for this well respected banking group.
•Provide review and challenge for soundness of models ensuring they comply with current regulations.
•Periodically review and challenge the ongoing performance and implementation of existing models.
•Monitor the content and quality of model development, implementation and performance reports.
•Deliver timely and high quality Terms of Reference for validation and validation reports.
•Support the review and maintenance of model governance polices and standards.
•Provide appropriate documentation and present to the business and appropriate internal governance meetings.
•Provide support where required to the Head of IMV, Model Oversight Director and Internal Audit.
Skills & Qualifications:
•Expert credit modelling skills and experience in the development, delivery and/or validation of credit risk models or life cycle modelling.
•Understanding of general statistical modelling (Logistic and Linear Regression, Scorecard development, Reject Inference).
•Knowledge of IRB and IFRS9 regulation, CRA and behavioural data.
•Modelling experience using R, SPESS or SAS.
•Degree level education in mathematics or statistics
•Knowledge of current economic and market trends.
•Experience interacting with regulators and/or auditors.
•Retail or Commercial mortgage lending industry experience ideal.
For further information contact [email protected] or alternatively call her on 01256 314660 or apply online via www.datatech.org.uk.