VP, Credit Risk Model Validation – Corporate IRB Models
Global Top-Tier Bank | International Team | Hybrid Working
At one of the world’s most respected banks, you’ll lead high-stakes validation of Corporate IRB models, partnering with quants, auditors, and senior leadership to redefine best practices.
Your Role:
* Lead independent validation of corporate IRB models (PD/LGD/EAD) for Continental Europe.
* Act as SME for ECB regulatory requirements, liaising with model developers, auditors, and regulators.
* Support and mentor junior colleagues.
Requirements:
* Advanced degree in a quantitative field (mathematics, statistics, physics, etc.).
* Proven experience in IRB credit risk model validation/development .
* Strong coding skills (Python/SQL/SAS )
* Fluent English; structured, analytical, and collaborative mindset.
Interested? Let’s discuss how your expertise fits this role.