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VP & AVP Roles - Credit Risk Capital Reporting

Location: London, England, United Kingdom

Salary: £Excellent IB Level Comp

My client is in the process of a major project to revamp a number of their credit risk processes and models. The change has come about as a result of the Structural Reform programme and their need to ensure their IRB Models are fit for purpose.

They are looking to build out a new team within the Credit Risk Capital Reporting area that will focus on the delivery and implementation of a new suite of A-IRB Models.

The ideal candidate for the VP role will have prior management experience as they will be leading a team responsible for reviewing and improving the credit grading process. Ideally, you will have experience of the end to end credit grading process, from data collection and sourcing, data validation and gap analysis through to RWA impact analysis.

In addition to this, they would like someone with knowledge of A-IRB Models (not necessarily a quant or model developer) who understands the inputs and outputs to the models and how data is used in the modelling process. Some knowledge of data warehousing would also be very beneficial.

You will also need excellent communication skills as the role will interact with colleagues across a number of different departments within the bank.

At the AVP level, they are open to looking at candidates who have either solid credit risk reporting skills, change management experience or a background in credit risk analytics.

Knowledge of Investment Banking products as well as strong Excel / VBA skills are required for all levels.

If you think you fit the bill and would like to find out a little more, please submit your CV today.