Description
As described above the successful role holder's responsibilities would include but not limited to the following:- Statistical testing of model/ Scorecard performance (The types of Models include Capital Models, Decision Scorecards, Impairment Models)
- Test, thus on occasion rebuild model components
- Liaise and communicate with key stakeholders in the wider business area such as Scorecard Developers, Business owners, Model Approvers as well as other members of the Validation team
- Identification of model assumptions and limitations
- Assess model performance against model risk drivers, and regulatory requirements.
To be considered for the role, my clients are looking for an ambitious individual ideally from a Financial Services/ Banking background. You will have a highly numerate background with the following skill profile:
- Strong technical knowledge of retail credit risk modelling
- Extensive knowledge of Model Development and / or the Validation Process
- Excellent communication/ Presentation skills and proven track record in stakeholder management
- SAS Programming skills
This is an exciting opportunity to join a world class team. To discuss this opportunity in more detail please contact SUe Wan on