Description
Stanton House are recruiting for a Modeller to support with the validation of a Retail Bank's wholesale Basel models and to ensure that fit for purpose.
You will be:
- Supporting the development of and embed a robust, auditable and controllable framework for the development, validation, approval, implementation, monitoring and annual review of all models.
- Work on the on-going development, validation and subsequent approval of all models and/or Regulatory requirements.
- Production of regular and timely model monitoring and Annual Reviews to assess model discrimination, accuracy, stability along with any model remediation activities required as a result.
- Support the accurate implementation of models, through provide comprehensive implementation specifications and guidance around UAT testing and final approval.
- Liaise with business stakeholders to understand modelling requirements, and provide direction and oversight on model use.
- Ensure that model impacts are produced and understood, and provide support to aid the committee recommendations and timely regulatory submissions.
They are working to tight timescales so you will need to apply ASAP.