• Conduct model validation for IRB models by challenging model assumptions, mathematical formulation, and implementation
• Conduct independent testing to assess model accuracy and robustness under different scenarios and market conditions
• Assess and quantify model risks due to model limitations and develop compensating controls
• Develop high-quality validation reports highlighting risks and limitations of models and communicate findings to stakeholders, senior management.

Experience:

- 5+ years in IRB modelling or validation 

- Experience from a leading wholesale bank 

- Experience in Python, R or VBA 

- Available with 1 month