Description
The Role:
- Sitting within the model validation team covering models used in corporate, retail and investment banking - spanning across credit, operational and market risk.
- The models will be used in stress testing forecasts, pricing, provisions, fraud and reg & economic capital - and will be subject to IFRS 9 regulations.
- Management of analysts.
- Validation projects and reviewing/writing technical documentation on validation.
- Constructing challenger models/ensuring current models are fit for purpose.
- Presentations to validation committees.
Essential Requirements:
- Strong knowledge and experience within IFRS9
- SAS
- Modelling experience
- Economic modelling
- Stress testing
- Stakeholder management