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Credit Risk - Model Developer

Rugby, Warwickshire, United Kingdom, £ £ - Annual Annual, Permanent

Description:

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 3 year's 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 Excel.
  • Willing to work in London

Job Details

1460142728
Full Time
Rugby, Warwickshire, United Kingdom
Permanent
£ £ - Annual Annual