Performance Monitoring AVP recruitment
Our client is fast paced bank and due to growth, they are looking for an AVP to join their performance monitoring team. This role will be focused on the analysis of Basel II models for the non retail portfolio.
Responsibilities:
• Analyse models and understand their application and report findings
• Assist in supervision of team operations
• RD initiatives to improve on current monitoring methods and processes
• Ongoing policy and procedural documentation
• Handle inter-department and regulator queries and requests
• Representative at risk and various other committee meetings
Requirements:
• At least 5 years experience in Basel II related roles in either model validation/development or reporting (PD, LGD, EAD models).
• SAS programming skills is a pre-requisite
• Dynamic personality and flexibility to work in a fast paced, changing environment
• Excellent communication skills
• Some travelling is required