Quantitative Analyst – Model Validation – Investment Bank – IDF

Do you have a strong expertise in IRB model validation and regulatory requirements? Are you looking to join a truly international team working on complex models ?

If so, read on:

Our client, a leading global investment bank, is looking for a Quantitative Analyst to join their model validation team. As part of the second line of defence, you will work closely with the first line of defence and contribute to redeveloping wholesale IRB models to meet regulatory expectations. This is a unique opportunity to gain exposure to a wide range of models across multiple regions, working in a diverse and international environment.

Your missions will include:

• Reviewing wholesale IRB models (PD, LGD, EAD) for large corporates and mid-market portfolios.
• Conducting end-to-end validation of models, ensuring compliance with regulatory standards (EBA).
• Participating in the IRB repair programme, redeveloping a large set of models to align with regulatory expectations.
• Collaborating with risk management and model development teams to strengthen the bank’s modelling framework.

Your Profile :

• Minimum 5 years of experience in model validation, model development, or quantitative risk.
• Strong knowledge of EBA regulatory requirements for IRB models.
• Ideally, experience in wholesale portfolios (corporate models, mid-market PD models).
• Expertise in PD, LGD, or EAD for large corporates (retail experience is less relevant).
• Proficiency in programming languages such as Python, or SAS.
• Fluent in English.

Why join the team?

• Work for one of the largest and most international banks in the world.
• Gain exposure to a wide variety of wholesale IRB models across multiple jurisdictions.
• Be part of a truly global team, collaborating with colleagues in London, Hong Kong, India, and other locations.
• Learn and apply different modelling approaches within a highly complex banking environment.
• Take on high-visibility and high-impact responsibilities in regulatory-driven projects.

Interested? Curious to learn more? Contact us!

Your application will be treated with the utmost confidentiality.