Quantitative Risk Manager
Dedicated to success, this company has imbedded a strong foundation not only in the UK, but overseas as well. The working environment is not only vibrant and innovative, but also focused on achieving results with the brightest talent. If you want to be part of this journey, then look no further.
You'll be reviewing and validating assigned models used within the organization, where they work across Retail and commercial, designing validating strategies for IFRS9 validation. In addition to this, the ideal candidate will also have to:
- Oversee the first line of defence model assurance activities performed by the model development teams.
- Make all the models appropriate for their designated uses and ensure the model risk are identified and communicated to the team lead.
- Advice on how model risk can be reduced or mitigated.
- Report on the findings of models reviews to senior stakeholders or end users.
- Have the ability to communicate with stakeholders, including Head of Credit Risk and model owners.
YOUR SKILLS AND EXPERIENCE
Along with a degree in a highly-quantitative/financial subject, this job role will also require the ideal candidate to demonstrate:
- Problem solving and analytical qualities at a high level.
- Have the ability to simplify concepts to ensure senior management buy in in relation to Model related issues.
- An understanding of Basel requirements and knowledge of IFRS9 models.
- Good working knowledge of using SAS.