Basel Modelling Manager recruitment
Role
Working for this innovative banking organisation you will be responsible for the implementation and rollout of all Basel compliant risk models across Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD).
You will be constantly reviewing the models and ensuring that they run effectively and are adapted as an when internal and external policy changes. You will work with key stakeholders to ensure that key priorities are being delivered and also oversee all model adjustments and policy overlays.
This role will appeal to anyone who wants to build on their Basel modelling experience to ensure that this bank (with a focus on retail products) is commercially compliant.
What We Are Looking For
You will be an experienced Risk Professional who is used to developing Basel models for the retail banking industry. You will have proven experience of extracting and manipulating data from SAS and SQL platforms, You will understand the retail credit risk process and where the Basel modelling role would fit into the wider risk team. You will have excellent communication skills and be an analytical individual who is capable of running a team.