SAS / Economic Capital recruitment

Key responsibilities

- Provide input to methodology for development of credit risk EC model.

- Understanding Basel II risk parameters for Capital Markets

- Understanding Economic Capital methodology

- Scoping of strategy and testing for EC model inputs and outputs to validate against Regulatory capital pillar 1 and 2 reports.

- Analysis and validation of data inputs, transformations and outputs to the EC model with design of UB specific proposals/solutions to issues and limitations.

Key Skills

• EC model understanding

• Advanced knowledge of EC and SAS Skills

• Model developing is a bonus

• Analytics