Senior Model Risk Quant Senior Model Risk Quant …

Selby Jennings
in Dunblane, Scotland, United Kingdom
Permanent, Full time
Last application, 20 Jan 22
Negotiable
Selby Jennings
in Dunblane, Scotland, United Kingdom
Permanent, Full time
Last application, 20 Jan 22
Negotiable
A leading UK investment bank is looking for an experienced individual for their Model risk team. Responsible for the Development and Validation of their wholesale Credit risk models.

Key responsibilities of the position:

  • Responsible for the development of the banks credit risk models, covering IRB IRFRS9 and Credit Stress testing Models.
  • Working to prepare checklists for the Banks validation activities, ensuring the relevant processes are followed inline with model risk policy
  • Providing expert advice to the risk management team using relevant MI and reports.

Key requirements of the position:

  • Minimum of 5 years' experience in developing, reviewing and validating credit risk management models, including IRB, IFRS9 and Credit Stress testing models.
  • Good knowledge of Basel requirements.
  • Proficient in the use of SAS and/or Python and Excell.
  • Willing to work to a Hybrid model based in Edinburgh
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