Director, Credit Policy & Model Validation (Dublin/London)

KBRA; Dublin; Hybrid; EUR 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid work schedule

Competitive benefits

Paid family and disability leave

Pension plan

Educational and professional dev. aid

Employee referral bonus

Job summary

KBRA is seeking a Director to join the global Credit Policy team in Dublin or London. The role focuses on independent review and validation of credit rating models and analytical tools, maintaining validation processes, and collaborating with technical teams across regions.

The candidate will assess conceptual soundness and data integrity while monitoring performance. Requirements include a strong background in credit risk modeling, 8+ years of experience, advanced Excel skills, and familiarity

Qualifications

• Bachelor's degree in finance, economics, mathematics, statistics, computer science or another relevant discipline.
• Eight or more years of relevant experience in credit risk modeling, credit analysis, model validation or model risk management.

Responsibilities

• Review proposed and existing rating methodologies and evaluate analytical approaches.
• Maintain and apply validation standards for models and tools used by rating teams.
• Conduct independent reviews and validations of credit rating models and tools.
• Document validation results and recommended enhancements.
• Monitor rating performance across asset classes in Europe and globally.
• Research market developments and regulatory requirements related to methodologies.
• Collaborate with global teams to ensure consistent validation standards.

Skills

Quantitative analysis

Advanced Excel

Python or R/SQL

Model validation

Credit risk knowledge

Communication skills

AI/ML awareness

Education

Bachelor's degree in finance/economics/mathematics/statistics/computer science

Tools

Excel

Python

R

SQL

Job description

KBRA is seeking a Director to join the global Credit Policy team in Dublin or London. The role focuses on independent review and validation of credit rating models and analytical tools, maintaining validation processes, and collaborating with technical teams across regions.

The candidate will assess conceptual soundness and data integrity while monitoring performance. Requirements include a strong background in credit risk modeling, 8+ years of experience, advanced Excel skills, and familiarity