Model Review & Validation Quants, Retail & Wholesale Credit Models (VP & AVP Levels)
You should possess extensive wholesale or retail credit model validation, model review or model development experience from a large banking environment. You should have a good knowledge of PD, EAD LGD and be competent with stats packages including SAS.
For a self-starter, with strong technical abilities and the ability to influence risk modelling and drive quality across the model community, this is an excellent opportunity to contribute to a developing risk function within a global banking group.
AREAS: Credit Risk, Stress Testing, Economic Capital, Op Risk
RESPONSIBILITIES:
- Independent Review of wholesale, retail, and operational risk models for Europe and Middle East Regions
- Independent Review policy and framework
- Independent oversight of all Risk models across MENA
- Independent review of wholesale, retail and operational risk models
- Keeping Model Oversight Committee updated on model review work and provide support on model approval
ESSENTIAL SKILLS:
- 5-10 years' Retail Wholesale Credit Risk Models
- Model Stress Testing
- SAS, Access, VBA
- Knowledge of PD, EAD LGD models
- Good numerate degree or Masters'
- Excellent communication, stakeholder management skills
- Basel II
DESIRABLE SKILLS:
- Operational Risk Models
- SQL or Matlab
- IFRS 9
- Economic Capital
- Provisioning
- Project Management
- Model implementation systems experience
REWARDS:
- Excellent training and development opportunities
- Competitive salary
- Performance-related bonus scheme
- Contributory pension scheme
- Generous holiday entitlement
- Private healthcare
- Life assurance life insurance
- Preferential rates on a range of banking products, including mortgages, etc.
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