Project Manager - Model Risk - Investment Bank
- Salary:£650 to £700 per day
- Location:London, England, United Kingdom
- Job Type:Contract, Full time
- Company:Alexander Ash Consulting
- Updated on:15 Oct 17
A Global Tier 1 Investment Bank is looking for a Project Manager with Model Risk experience. You will be responsible for providing project management skills to a global scale portfolio of pricing models, as well as regulatory initiatives that affect Model Risk components (for example interest rate risk or CCAR etc).
It is expected you to have Project Management, Market/Model (ideally) Risk experience, ability to do a hands-on Business analysis role when needed, designing and delivering on Model/Market Risk Governance and Frameworks and Senior Stakeholder Management.
Other skills required for this role;
- UAT Testing
- Understanding of Stress Testing and Back Testing
- Value at Risk
- Pricing of Models
- Business Requirement Gathering and Documenting
- Data Analysis
- Process re-engineering