Credit Risk Modelling, Financial Modelling, Capital Management Modelli

London  ‐ Onsite
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Description

Credit Risk Modelling, Financial Modelling, Capital Management Modelling (standardised) - ICAAP and ILA, Basel II. London (City).

My client, a Financial Services (Retail Banking) Institution are looking for the services of a Credit Risk Modeller to join the Governance, Risk and Legal function of the organisation. This Programme is scheduled to deliver the Risk and Legal components of the Banking License application that is currently underway. The Governance team have an essential role to play in creating the governance framework for models used as part of the regulatory environment. The successful candidate will need to demonstrate the capacity to recognise the risks involved - credit risk, standardised Capital Management Risk Models, model Oversight etc. They need to ensure they can correctly model the risks and can control the risks in the business going forward so that it can gain approval from Regulators.

Skills and experience:

Production and analysis of Model Documentation.

Good exposure to Credit Risk Modelling through the standardised or IRB approach.

Validation of models for credit risk, liquidity, capital management.

Production of ICAAP documentation or ILA. (specialist knowledge in either ICAAP or ILA is appropriate, not necessarily both)

A good understanding of the components of expected loss.

A good understanding of the Risk Universe and heat maps, risk severity.

Understanding of how Balance sheets, P&L stand up under stress testing and its associated implications.

The Project has 107 issues have been raised by client in excel documents - these need identification and controlling.

Making sure that there is an effective control environment around each of the 107 points.

Essentials

Governance within Credit risk projects background and so has full understanding of credit risk terminology (at a bank level, not customer).

Background in retail and corporate banking - NOT Investment banking, Front Office, derivatives etc, .

Must be able to liaise with Credit Risk SMEs.

Must be able to go to committee - pull in internal stakeholders from different parts of the bank and engage with them (ie persons from treasury, economists etc. - engage in discussions about stress and capital etc.

Experience with stress tests.

Experience in ICAAP, Liquidity and Capital Management, ILA, Resolution Planning.

Please forward your CV in the first instance

Start date
ASAP/Urgent
Duration
3 months initially
From
Ifftner Solutions
Published at
23.02.2016
Project ID:
1077348
Contract type
Freelance
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