Description
The Client
Our client is a bank based in London and is looking for an Interim Senior Modeller/Quant Modeller to working on an IRFS9 programme for an initial period of 6 months.
The Interim Manager:
Your main responsibilities will be;
- Facilitating the implementation of a number of model development projects from inception through to delivery.
- Assessing compliance of the proposed methodologies for UK purposes.
- Ensuring that the model output is sufficiently robust to withstand independent scrutiny and challenge by internal validation and internal and external auditors.
- Ensuring that the model(s) meets local and global governance standards and has been through the appropriate sign off criteria for the business unit prior to implementation.
- Supporting the model development as required and associated methodological documentation.
- Previous experience building credit risk models, including knowledge of regulation, estimation and validation techniques relevant to compliance with IFRS 9.