Risk Model Validation Quantitative Specialist - London

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Job Description

Model Validation Quantitative Specialist - London

We necessitate a Model Validation Risk Quant with astatine slightest 5 to 7 years of acquisition successful IRB hazard exemplary validation.

The campaigner should beryllium experienced successful conducting autarkic exemplary validation and quantification of exemplary hazard including indispensable connection of cardinal facts and issues identified done those activities.

They indispensable person hands connected acquisition of validation and adept level cognition of validation of models according to the UK regulations (CRR and SS 11/13) and manufacture champion practice.

We person vacancies successful Retail Banking crossed Secured, Unsecured and Corporate products.

Must person retail banking recognition systems experience.

Must person Experience

A way grounds of validating recognition IRB models wrong retail banking.
Experienced successful reporting of exemplary hazard to management. Good verbal and written communications skills.

Knowledgeable successful interpreting the CRR and Supervisory Statements (SS 11/13),Knowledgeable successful IFRS9.
In extent knowing of Credit Models peculiarly PD LGD and EAD with associated assumptions, information requirements and methodology attack knowledge.

Familiarity with analytical packages specified arsenic R, MATLAB, SAS.
Possess the quality to rebuild the exemplary offline for the purposes of validating outputs.
Fluent successful English connection and fantabulous verbal and written communications skills.

Knowledgeable successful upcoming regulations consultative documents and marketplace trends.
Educated with an associated concern oregon mathematical subject to a station postgraduate standard.

Preference volition beryllium fixed to candidates who person the pursuing further experience:-

Professional qualifications specified arsenic CFA, PRMIA etc.
Direct regulatory liaison/relationship with the Bank of England Prudential Regulation Authority (PRA) connected each retail exemplary submissions, regulatory developments and superior interaction assessments.

Any superior analytics acquisition wrong retail banking.
Presentation of exemplary hazard papers for the hazard oversite committees.

Additional Notes
Investment banking quantitative acquisition is not applicable for this role.
SAS exemplary developers consenting to determination into validation whitethorn beryllium considered for different roles.

The presumption volition beryllium based successful the City London.

Please nonstop your CV to america successful Word format on regular complaint and availability.

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