Senior leader to oversee credit risk model validation and manage quantitative team.
Lead a model risk management team validating complex machine learning models across underwriting and credit decisions. You'll execute rigorous independent validations, mentor quantitative professionals, and collaborate cross-functionally to strengthen the enterprise risk framework. This role requires 9+ years in technical quantitative work, deep credit risk expertise, and the ability to move fluidly between strategic leadership and hands-on technical work.
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Found at a specialist agency · listed 19 August 2026 · InsideJobs links you to the original posting.