Credit Risk Modelling Specialist

SUMMARY:
Credit Risk Modelling Specialist

POSITION INFO:

Model Validation Manager – Exciting Opportunity in Financial Services

A leading financial institution is seeking a Model Validation Manager to oversee the independent review, governance, and validation of credit risk models, including pricing, IRB credit, and IFRS 9/impairment models. This strategic role ensures model accuracy, compliance, and effective implementation across the business. If you have expertise in credit risk modelling and a passion for risk management, we encourage you to apply.

Key Responsibilities:

• Model Validation – Independently review and validate key credit risk models.
• Governance & Compliance – Establish and manage a robust model governance framework.
• Implementation Oversight – Ensure models are correctly applied across the business.
• Validation Strategy – Develop and execute a validation plan aligned with business risk.
• Stakeholder Engagement – Promote risk management and ensure model adoption.
• Consulting & Research – Provide expert insights and enhance model effectiveness.
• Technical Expertise – Apply programming and financial risk knowledge in validation.
• Reporting & Compliance – Ensure adherence to regulatory and market risk principles.

Requirements:

Education & Experience:

• Honours degree or equivalent in a relevant field.

Technical Skills & Competencies:

• Advanced Microsoft Office skills.
• Strong programming and modelling expertise (any language).
• Proficiency in SAS programming.
• Solid financial services acumen.
• Knowledge of financial accounting and market risk principles.

Additional Requirements:

• Flexibility for extended hours when needed.
• Willingness to travel as required.

Take the next step in your career and be part of a team that drives excellence in risk management!