Senior Risk Modelling Consultant
the role......
Operate pillar 2 actual and forecasting models in a timely manner, through effective communication with data providers and forecasting teams. Implement annual reviews of a selection of pillar 2 capital models and supporting model documentation.
As part of the team, implement key projects. This includes:
- Scoping and developing solutions aligned to the core principles.
- Support and coach team colleagues in SAS and modelling techniques.
- Preparing plans and managing progress against them.
- Lead key sub-project modelling activities, managing oneself and colleagues to deliver results in a timely manner.
- Identifying and extracting data sources appropriate for the analysis.
- Documenting and presenting methodology and results to different audiences
- Work with Systems Manager to implement models within the framework methodology.
- Challenge and influence Senior Management for the appropriate solutions within own team and peers.
- Deliver presentations and formal documentation using the department’s agreed standard templates and present in a manner consistent with the department’s vision.
the person will have.....
- A relevant degree in a quantitative discipline.
- Robust experience of using SAS, SQL, VBA code to cleanse data, analyse and produce solutions for modelling problems.
- Experience of end-to-end model development.
- Familiarity with either developing PG or LGD or with VaR models and Times Series and Stress Testing.
- Experience on project lifecycle: scoping and understanding requirements, specifying appropriate solutions, developing code, testing outcome and managing progress to milestones within a timely manner.
- Strong numerical and analysis skills, experience of modelling and ability to communicate difficult concepts to senior management.
- Knowledge of the financial services industry and strong familiarity with capital regulations.
points to note.....
- This role is not based in London.
- The position will be offered to someone with genuine statistical capabilities.
- Applicants must have full UK working rights.
- FS and Retail experience are desirable, not essential.
CVs to.....
- louis.altman@investigo.co.uk
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