Model Validation Expert

We are seeking a highly skilled Credit Risk Model Validation Professional to join our team.

The Role

This professional will be responsible for participating in the review, oversight, and monitoring of all credit risk models in force within our organization. This includes IFRS9, Scoring Models, IRB, Stress Testing, and ICAAP.

As part of this role, you will play a key part in defining and challenging our global modelling convergence across entities, ensuring compliance with European Banking Regulations such as CRD, CRR, and Basel IV.

In addition to reviewing credit risk models, this role may also involve assessing other models that impact the credit risk cycle decision-making process, including ESG-related models.

You will join an international team with a presence in multiple countries, comprising experienced professionals in the Credit Risk Domain.

As part of this role, you will participate in the validation of our Global Corporate Models, including Asset Finance, Large Corporates, LBO, and Financial Institutions.

Key Responsibilities

Review and monitor credit risk models in force within our organization.

Define and challenge global modelling convergence across entities.

Ensure compliance with European Banking Regulations.

Assess ESG-related models.

Participate in the validation of Global Corporate Models.

Required Skills and Qualifications

A strong statistical knowledge base in statistical inference and probability, clustering, and time series forecasting.

Strong critical thinking and passion for learning.

Knowledge of the latest regulatory requirements, including NODD, Basel IV, EBA Guidelines, IFRS9, CRR / CRD, Collateral Eligibility, and ECB Guide to Internal Models.

Previous experience in developing and / or validating both Retail and Corporate / Global models.

Knowledge of SAS.

Good communication and synthesis skills.

Experience liaising with regulatory bodies, such as the ECB, ACPR, Bank of Spain, and participating in on-site missions like IMI and OSI.

Fluency in English, both written and spoken.

Benefits

This is an exciting opportunity to work with a talented team and contribute to the development of our credit risk models.

What We Offer

We offer a competitive salary, excellent benefits package, and opportunities for career growth and development.

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