Capital Risk Modeling

Location
Little London, UK
Salary
72,000 - 108,000
Posted
11 May 2021
Closes
16 May 2021
Ref
2177921636
Job role
Compliance/risk
A long standing stalwart in the Banking Industry is currently looking to hire a number of people into their Risk Modelling Capability, where specifically for this hire , both a Manager/Snr Manager in their Capital Modelling division, driving group transformational change.

As the business overhauls their risk management capability, a large focus in the Capital Modelling landscape. The successful individual hired in these roles will not only drive the hiring of the team, but focus on the redevelopment of the entire capital model landscape from an innovative and forward looking standpoint.

Key Duties in the Capital Risk Modelling roles will include:
  • Senior Level - Deliver significant modelling projects and wider initiatives across department, leading and empowering team to deliver against agreed plans
  • Senior Level - Apply project and programme leadership skills, prioritising resources to meet our goals
  • Senior Level - Provide leadership and develop team capability by creating an exciting and supportive team environment
  • All Levels - Lead the maintenance and monitoring of a suite of credit models (e.g. PD, LGD, and EAD) and / or decision models, ensuring models are in governance and seeking continuous improvement.
  • All Levels - Support Decision Science's leadership team in implementing the strategic vision for Decision Science.
  • Junior Level - Lead and deliver the development, maintenance and monitoring of a suite of credit models (PD, LGD, EAD) and / or decision models and suggest ways to improve models and processes. Deliver projects to deadlines
  • Junior Level - Support senior managers to deliver wider initiatives across the department. Deputise for Senior Manager when required.
A successful application in the Capital Risk Modelling role will include:
  • Experience in the development of Capital Models within Credit Risk Modelling (CRDIV), alternatively other Regulatory driven modelling.
  • Proven communication and presentation skills across all levels - as documentation is an integral part of this role.
  • Degree with quantitative content or equivalent skills derived from experience
  • Experienced in design, development and validation of credit risk models.
  • Practical application of statistical modelling techniques and technical methods.
  • Senior level - Strong programme and project management skills and track record of delivering complex projects.
  • Senior level - Experience of leading others, fostering team development and motivation.

Should you meet the requiremnts, plese click to apply!

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