Model Monitoring recruitment
This role will work closely with other members of the team to develop and improve the existing backtesting of the portfolio. Major functions of the role are:: Working with partners in Derivatives Counterparty Exposure Management (DCEM), Quantitative Analytics (QA) and IT to redesign and implement a new backtesting reporting process that will be fit for transition into Basel III. Identify and fix data quality issues Agree with stakeholders and implement a Basel III compliant template for presenting the results at key governance committees. Any other tasks as required in support of CRR Basel III Read more […]
August 26, 2012
• Tags: Model Monitoring recruitment, Risk Management careers in the UK • Posted in: Financial • Comments Off on Model Monitoring recruitment