Credit Risk Modelling Manager recruitment
RISKTRW119846
Credit Risk Modelling Manager
A leading investment bank has a new exciting opening as a Credit Risk Modelling Manager for a 9 month contract position. You will be overseeing the Baselcapital and operational credit scorecards to be used within this new development in the bank. You will need good SAS skills, regulatory experience and happy to be challenged by the FSA on the testing of models.
Role/Responsibilities
- Provide independent oversight to theBaselcapital and operational credit scorecards to be used within this new development
- Review and challenge the model development methodology used to ensure that group standards are maintained
- Report the quality of the models and approval process to the new development Risk Officer
- Provide independent oversight to the new development stress testing and ICAAP
- Detailed knowledge of model development, BIPRU guidelines,Baselmodels required
Skills
- Extremely numerate with an excellent degree or higher in a numerate discipline (preferably maths/statistics) or equivalent
- Solid experience in the development of risk models in Retail or wholesale Banking
- Experience in the development of Retail Expected Loss models includingBasel, Capital and impairment models.
- Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.
- Solid experience within SAS
- You must be above to independently oversee this new development with experience around SAS, testing/modelling, and scorecards.
To apply for this Credit Risk Modelling Manager position you must have the experience as outlined above and be a hands-on, organised self starter with strong interpersonal skills and tenacity. You should also posses excellent oral written communication skills along with a thorough approach to analysis.
