IRB Model Validation Specialist

IRB Model Validation Specialist

Tallinn, Estonia
Tartu, Estonia
Riga, Latvia
Vilnius, Lithuania
Job is available until 31.03.2023

What You'll be doing

  • Develop validation policy and methodology of IRB (Internal-Rating Based approach) credit risk models and risk parameters.
  • Validate IRB credit risk models.
  • Prepare relevant documentation and present validation reports to different stakeholders.
  • Collaborate with modelers and other stakeholders to improve models and methodologies.

You'll be successful if You have

  • Higher degree in economics, finance, mathematics or statistics.
  • Good knowledge in IRB and underlying regulatory requirements.
  • Experience in credit risk model validation in banking sector.
  • Experience with SQL, R, Python.
  • Excellent analytical skills.
  • Good communication skills, ability to present opinion in clear and concise way,
  • Ability to work independently, high degree of pro-activity and self-management.
  • Fluent English orally and in-writing.

You will be rewarded

  • Competitive salary (reviewed yearly).
  • Excellent conditions for professional and personal development working in international banking environment.
  • Good people to collaborate with - check out #lifeatbigbank and #bigbankwow (
  • Possible office locations are Tallinn, Tartu, Riga or Vilnius.


You have a dedicated contact person always ready to answer all your questions. Just write to Kristiina Pedanik, the HR Partner.

    Sounds interesting & challenging?

    Sounds interesting & challenging?

    It's time to apply!

    IRB Model Validation Specialist
    • Tallinn, Estonia
    • Tartu, Estonia
    • Riga, Latvia
    • Vilnius, Lithuania

    Please fill in this form or send an email with your CV to job[email protected]. We are looking forward to hearing from you.

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