#modelvalidation

Model Validation includes checking Discriminatory power of model and calibration accuracy. This video covers ROC Curve and CAP curve including accuracy ratio and gini coefficient to evaluate discriminatory power.

Model Validation includes checking Discriminatory power of model and calibration accuracy. This video covers ROC Curve and CAP curve including accuracy ratio and gini coefficient to evaluate discriminatory power.

Model Validation includes checking Discriminatory power of model and calibration accuracy. This video covers ROC Curve and CAP curve including accuracy ratio and gini coefficient to evaluate discriminatory power.

Model Validation includes checking Discriminatory power of model and calibration accuracy. This video covers ROC Curve and CAP curve including accuracy ratio and gini coefficient to evaluate discriminatory power.

Model Validation includes checking Discriminatory power of model and calibration accuracy. This video covers ROC Curve and CAP curve including accuracy ratio and gini coefficient to evaluate discriminatory power

https://goo.gl/Mxy7xz Opportunities in Retail IRB ModellingSalaries £60-90,000 base salary plus bonus, car allowance and flexible benefits I am currently working with a leading Retail Bank who are looking to expand their Retail IRB Modelling teams to allow deliver increasingly sophisticated credit risk models. This means that they are now looking to recruit a number of Senior Analyst and two Senior Managers into the function to design, develop, maintain and provide governance on their Retail IRB models.They are keen to speak with candidates with experience in either Secured or Unsecured Risk Management environments, with some experience in modelling. For the more senior roles it would be preferable if candidates had detailed understanding of IRB model development (LGD, PD, EAD) and the underlying regulatory environment. Candidates without experience of IRB rating that have wider credit risk knowledge in areas such as decisioning, impairment and stress testing models also considered. SAS skills (or similar) are expected.Ideally you will also be able to offer good stakeholder management experience, allowing you to work with, and influence their wider business to ensure they are implemented effectively, as well as working with oversight and audit functions, and the regulators to assure model development follows best practice.These roles represent your opportunity to join a successful and growing business, one which is big enough to offer an element of security and a decent chance of onward progression, whilst also being small enough that your input will be welcomed and recognised, and where you can feel you can add value.For more information on these roles and to apply, please contact Ben Halfpenny on [Removed] or via the Apply Now link below. IrbModelling