Description
A Global Top Tier Bank is in need of a bright and driven Manager to come on board to help with the development and the management of Retail Credit Model Risk policy, guidance, standards and implementation across the Bank. The role will be charged with the policy development as well aid with the overall Credit Risk Model Policy. The role will require that the caniddate has a quantitative background and experience in Wholesale/Retail/CCR Credit Risk model development and validation ( PD, LGD, EAD, Decision, Imapirment)
One of the key deliverables of the role is to participate in the writing of the Banks Model Standards
Strong influencing and communictaion skills are crucial to the elements of Reporting and Governance processes of the Bank, including chairing meetings and managing change initiatives.
It is crucial that the ideal candidate has an expert understanding of quantitative methods of developing and validating PD, LGD, EAD and CCR models across multiple areas of Wholesale and Retail Risk Management. Moreover knowledge and experience around Cards and Impairment Models is advantageous, Expert Capital Modelling skills is a must.
Required Experience
- Wholesale Credit Risk Models
- Strong Quantitative background and skills
- 5 plus years experience
- Regulatory/FSA knowledge and the implications
- Realistic and pragmatic approach to work
- Strong numerical programming and stats ability
- High literacy and communication skills- presentations of research and reviews to both technical and non-technical stakeholders
If you meet all the above criteria and are looking for a new challenge please do get in touch.
Project Partners is part of Hydrogen Group.