Royal Bank of Scotland Jobs – Model Risk Validation Officer

Job Description:

As a Model Risk Validation Officer, you’ll be validating new and existing credit models, by assessing model methodology, data quality, running SAS or python codes to match the modelling results and undertaking data analysis to make sure that the risks are adequately highlighted. We’ll look to you to undertake periodic model reviews and review the models’ MI packs to identify model performance or data related issues, and support your team members by raising and maintaining validation findings.

Job Responsibilities:

• Developing Python libraries on validation tests and undertaking regression testing
• Performing sensitivity analysis to assess the adequacy of modelling or data assumptions, documenting all the analysis in a succinct and clear manner
• Preparing checklists for various validation activity to make sure that appropriate controls are established and consistently followed
• Providing expert advice on aspects of risk management, including providing senior executives with relevant MI and reports

Job Requirements:

• Excellent attention to detail
• The ability to communicate, both verbally and in writing, to senior colleagues
• Strong Excel, PowerPoint and Word skills

Job Details:

Company: RBS

Vacancy Type:  Full Time

Job Location: Leeds, England, UK

Application Deadline: N/A

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