Description
Wholesale Risk Modelling Analyst
Experienced Wholesale Models Analyst required for a 12 month contract in London. The successful candidate will be responsible for carrying out analysis that supports the development and monitoring of PD, EAD & LGD models to meet the impairment requirements of IFRS9.
Role core duties:
- Development and maintenance of models used in the bank's credit and operational risk frameworks and in the case of credit models, in the bank's impairment provisioning and regulatory capital frameworks.
- Development of models to meet the impairment requirements of IFRS9
- Managing regulatory engagement in relation to credit, counterparty exposure and VaR model frameworks
- Analysis and insight of credit portfolios in relation to regulatory capital usage and impairment provisioning
Experience:
- Statistical analysis
- SAS experience
- Migration Modelling
- Credit Risk and Base II
Apply now for immediate consideration or contact me for a confidential chat.
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