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Barclay Simpson are pleased to be representing a specialist mortgage bank in their search for a Model Validation Lead Manager. Sitting in the group risk office, this is a newly-created role and part of a firm wide strengthening of the risk management capabilities, and in particular driven by the ongoing IRB application. The successful applicant will be tasked with designing, implementing and then running a firm wide model validation function, including the recruitment and management of a team to deliver the periodic validations. Currently, most of the firms model validation is provided by an external firm and the person they hire into this role will manage the “in-sourcing” of this activity, with responsibility for a small team of model validators. The scope of the role will cover all internal models, mostly credit risk but also covering treasury and capital planning and forecasting
The firm offer fully remote and flexible working and employee’s can be based anywhere in the UK.
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Key Requirements:
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.