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Model Validation / Credit Risk Model Validation - Senior Professional at National Grid - ApplyBlast

Model Validation / Credit Risk Model Validation - Senior Professional

National Grid

2 days ago

Athens, Attica, Greece

Hybrid

Full Time

Senior

0 applicants

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About this role

The role involves independently validating credit risk models for regulatory capital, IFRS 9, and stress testing within a quantitative risk environment. The position requires collaboration with specialized risk teams, developing automation tools, and ensuring compliance with international regulatory frameworks like Basel III and ECB/EBA standards. It offers professional development opportunities and mentorship from experienced leaders.

Responsibilities

Independently validate credit risk models for capital and IFRS 9 calculations
Draft validation reports and document model methodologies and findings
Develop automation tools and maintain databases for validation processes

Skills

Qualifications

Master's degree in Risk Management, Machine Learning, Statistics/Econometrics, Operations Research, Computer Science, or Data SciencePRM certificationFRM certificationCFA certification