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.