• 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