Head of Credit Risk Stress Testing Framework recruitment
But we have a clear goal and we're making steady progress towards it. We’re working together to become one of the world’s most admired, valuable and stable banks. To do that we need good people. People who are passionate about delivering great service for our customers and working hard for each other. We’re starting an exciting new chapter in our history – it’s a big challenge, but it’s also a great opportunity.
The purpose of role is to drive delivery of the Risk elements of the cross-functional stress testing programme which stretches across Risk, Finance, Treasury and Corporate/Retail Markets within Ulster Bank, in particular to deliver an integrated forecasting and stress testing solution which will satisfy both external regulatory and internal objectives. This will feed directly into the One Risk strategy change programme for embedding key components of the RBS strategic risk objectives across the Group.
In this role you will drive the delivery of the Risk elements of integrated forecasting and stress testing framework across Ulster Bank, act as a focal point within Risk for the wider integrated forecasting and stress testing programme across the division and build and maintain contacts with key stakeholders. You will also provide line management duties for members for the team working in either stress testing or general modelling roles.
To succeed, you will need to demonstrate:
- A proactive “can do” approach focussed on delivery
- Knowledge of statistical modelling techniques applied in a business environment. In particular, knowledge of credit scoring and capital modelling (PD, EAD and LGD) techniques and more generally, Basel II and Economic Capital
- A sound knowledge of general Credit Risk Management, including principles and processes
- Knowledge of issues and trends affecting the industry.
- An innovative and strategic vision contributing to the development and delivery of strategic projects for Ulster, Risk Finance
- The ability to influence and gain trust at business and executive / senior management levels
In return, we offer an excellent employee salary and benefit programme which can be tailored to suit your individual needs. In addition to financial benefits, we offer a wide selection of exclusive lifestyle offers, development and learning programmes, services and support designed to help you manage and balance your own work-life priorities.
For more information or to make an application, click here http://www.jobs.rbs.com/uk/job/00058751-head-of-credit-risk-stress-testing-framework