Senior Manager Credit Risk Independent Model Review

  • Location: London, England, United Kingdom
  • Salary: Negotiable
  • Job Type: Full time

A tier 1 investment bank is looking to hire a Senior Manager Credit Risk independent model review the role responsibilities are: * Review of Credit Risk models in accordance with Regulatory requirements with a particular focus on Wholesale or Retail Credit Risk * Oversight of all Risk models * Keeping the regional Model Oversight Committees updated on model risk * Strong communication working alongside the modelling teams to ensure all findings and recommendations are clearly understood with group risk to ensure implementation of new independent review policies or standards

Qualifications:

  • Knowledge of statistical models and scorecard development
  • Detailed knowledge of credit risk models, typical performance metrics, risks and associated issues
  • Detailed knowledge of IRB regulatory framework
  • Machine learning techniques in credit risk knowledge
  • Experience developing Basel II (PD,EAD LGD), stress testing, IFRS9/IAS39 an risk models throughout the customer lifecycle

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

London, England, United Kingdom London England GB