Description
Risk Modelling Manager//Investment bank//London//Contract
A Global Tier 1 Investment Bank is seeking a Risk Modelling Manager to join their London team where you will be responsible for developing risk models and investigate and optimise policy rules as well supporting high-visibility key initiatives. You will also be expected to be a key risk contact for the end-to-end delivery of multiple initiatives as well as liaise with external vendors such as Credit Bureaus, Credit Rating Agencies & other external partners to incorporate new data sources and help build new data into analytical methodologies.
Key responsibilities:-
- End-to-end risk model development to support lending decisions.
- Work is specifically linked to the re-development of modelling tools required to support specific large profile product initiatives
- In addition to model building the role holder will also be required to complete documentation to get model approved, validated by the independent validation unit and implemented.
- As such it will also require writing of business requirements documentation that is fit to appropriately communicate to technology the required changes to implement the new model.
- Investigate and optimise existing credit risk policy rules
- Provide a role model for the standard of analysis.
Key skills and experience:-
- Been involved in end to end model development particularly in the credit risk space
- Had experience not only building models but seeing that they are correctly approved, validated and implemented
- Wrote requirements documentation liaising with senior stakeholders
Please do call or drop me an email at if of interest.