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 Read more […]
Project Manager – Economic Capital recruitment
What is the purpose of the Programme / Project:Delivery of Economic Capital framework within the bank.What is the purpose of the role:To support programme team – Risk Modelling:• Delivery of core project documentation – Project Briefs, base-lined Project Plans, BRD’s etc• Facilitation of project plan activities with alignment across programme streams and Modelling department• Milestone development/monitoring/variance reporting to Programme Manager • Management of Project resource task allocation• RAID identification, management and reporting to programme team and Working Group members• Read more […]
Senior Credit Aalyst – Economic Capital recruitment
Together with the RBS Group, Ulster Bank is developing and implementing a new Group Wide Economic Capital Framework which will aid the understanding and quantification of risk and risk capital across the Group. Economic Capital will assist with better management of risk, within Risk Appetite and maintaining adequate capital, maximizing value through embedding the “risk-reward” concept throughout the organisation; and enhance the external perception of the Bank. To succeed in this position you will need to demonstrate: Proven strong analytical skills in relation to complex information Read more […]