Description
Our client is looking for a Vice President level candidate to work in a Retail Model Validation Unit who has had 7 or more years' experience working with retail banking models. The ideal candidate will have an in-depth understanding of retail credit risk. The candidate is also required to have extensive understanding of credit risk models such as PD, LGD and EAD. The team is responsible for undertaking quantitative validation of retail banking models.
Ideal Experience/Skills
-General retail risk management experience
-Several years of retail model experience (PD, LGD, EAD)
-Preferably a Postgraduate qualification in a quantitative discipline
-Understanding of model development
-SAS programming capabilities
-Strong communicator
Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.