Manager, Independent Model Review Manager, Independent Model Review …

Goodman Masson
in London, United Kingdom
Temporary, Full time
Be the first to apply
GBP522 - GBP665 per day
Goodman Masson
in London, United Kingdom
Temporary, Full time
Be the first to apply
GBP522 - GBP665 per day
A global bank is looking for a Model Risk Manager to join their Model Risk Management division. Based in Central London.

A global bank is looking for a Model Risk Manager to join their Model Risk Management division. Based in Central London.

The management of risk will be consistent and in-line with the Bank's Policies, Standards and Guidelines including all relevant process and procedures and will focus on adhering to the highest global standards.

The jobholder will also continually reassess the operational risks associated with the role and inherent in the business, taking account of changing economic or market conditions, legal and regulatory requirements, operating procedures and practices, management restructurings, and the impact of new technology.

This will be achieved by ensuring all actions take account of the likelihood of operational risk occurring. Also by addressing any areas of concern in conjunction with line management and/or the appropriate department and in accordance with the 3LOD model.

Knowledge:
* Strong knowledge in Market Risk models: market risk metric and capitalization, historical data and time series analysis, instrument valuation and risk sensitivity, and regulatory framework including FRTB.
* Knowledge in one or more of the following areas: Stress Testing and Scenario Analysis models, Traded Risk and Pricing Models, Global Markets Trading & Hedging models, Asset Liability Models etc.
* Comprehensive knowledge of statistical model and scorecard development techniques
* Detailed knowledge of Risk models, performance metrics and risks and associated issues
* Detailed knowledge of internal procedures and local regulations and those of other country regulators

Experience:
* Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA
* Experience of developing and Risk models throughout the customer lifecycle
* Experience of presenting recommendations to Senior Management
* Experience of conducting independent model reviews

Skills:
* Ability to present complex statistical concepts and results to non-technical audiences in a persuasive and compelling manner.
* Team-oriented mentality combined with ability to complete tasks independently to a high quality standard

Qualifications
* Master's or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering

Paying £522 PAYE / £665 Umbrella

6 month rolling contract

Please apply now to discuss further

Company Overview

With a team of over 200 and growing every day, Goodman Masson is one of London’s specialist Finance and Technology recruitment businesses. Voted ‘Best Recruitment Company to Work For’ in 2018, our passion for what we do is clear.

Based in London, Düsseldorf and New York, we hold annual revenues exceeding £42 million. This includes Qualified & Part-Qualified / Transactional Finance, Actuarial & Investment Management, Audit, Banking Operations, Compliance & Financial Crime, Front Office, Housing Development, Information & Cyber Security, Technology, Digital & Data, Product Control & Valuations, Projects, Change & Transformation, Risk & Regulation, Tax and Treasury.

We also have a Solutions team who provide RPO, hybrid and volume recruitment services. Alongside this, Goodman Masson have developed an Executive Search team who focus on sourcing C-suite talent to fee earning Legal partners.

 

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