Senior Analyst- Modelling- North West- £35,000-£45,000

Recruiter
Churchill Frank
Location
Manchester, UK
Salary
Competitive
Posted
11 Dec 2018
Closes
09 Dec 2018
Ref
1032586616
Contract Type
Permanent
Hours
Full-time
What we are looking for - Bachelors degree in quantitative subject such as mathematics, statistics, economics, finance, physics or engineering is required. Higher degree is an advantage. - Proficient in the use of statistical software, preferably SAS - Experience of Building or Validating IFRS9 Models. - Core understanding of Credit Risk Management. - Knowledge of the various unsecured products. - Understanding of the regulatory frameowrk associated with Credit Risk albeit IFRS9 or Basel 2 - Understanding of P&L balance sheets. Key responsibilities Provide validation of IFRS9 models, including providing the respected documents. Presenting & discussing the conclusion of validation with developers at relevant committees. Analyse & discuss monitoring and other reports to support decision-making regarding model risks. Work collaboratively with other model teams across the Bank to achieve best practice Proactively encourage a culture of best model practice throughout the institution. Advise the Bank's model users on model risk related issues Support your manager in the production of key documents for relevant committees across the Bank and escalating unresolved model risks via the Bank's governance framework

Similar jobs

Similar jobs