Model Risk Manager

Robert Walters
Edinburgh City Centre, UK
17 May 2019
26 May 2019
Job Role
Risk Manager
Contract Type
Level of qualification
As part of an exciting growth plan for this financial services organisation here in Edinburgh, the opportunity has arisen for a Model Risk Manager to join this new team, and lead the the development of the function. The ideal candidate will have the following experience, skills and qualifications Good knowledge of model requirements for IRB, IFRS9, forecasting and stress testing models as well as a practical understanding of credit risk modelling methodologies and validation Demonstrate an understanding of model review or development of Risk Models ideally in the financial services Prior experience within Audit / Risk Oversight functions is preferable Ability to perform or oversee assigned analytical testing to provide assurance over accuracy of model outputs (back-testing); discriminatory power; overrides; stability analysis; and evaluation of input data Experience in the use of relevant programming tools (e.g. SAS, VBA etc) Proven ability to work under pressure, manage and deliver multiple tasks. Willingness to take on a variety of tasks and "get hands dirty" Strong oral and written communication skills and experience of delivering reports to senior management Excellent attention to detail Evidence of building productive relationships with key stakeholders, project / process management and model governance experience Preferably a higher qualification in a mathematical or statistical discipline with quantitative focus or equivalent professional qualification in a risk or finance discipline If you looking for a new career opportunity where you can develop your skills and understanding in a dynamic and challenging environment. Please apply today