Risk Analytics Vice President

Job Number:
3262926

POSTING DATE: Nov 29, 2024

PRIMARY LOCATION: Europe, Middle East, Africa-United Kingdom-United Kingdom-London

EDUCATION LEVEL: Master's Degree

JOB: Risk Analytics

EMPLOYMENT TYPE: Full Time

JOB LEVEL: Vice President

DESCRIPTION

• Enhance and/or redevelop existing Rating models, and PD Calibration models, while ensuring compliance with different regulatory requirements (UK, EU, etc) as well as internal global model development standards.

• Collaborate in a global team environment to execute projects such as:

• Support line-by-line self-assessment processes against relevant regulations such as CRR, EGIM, etc for rating models.

• Review and challenge the data and assessments provided by Credit, seek second line approval by demonstrating model conceptual soundness and strong model performance, as well as ensure compliance with relevant global and regulatory standards for rating models.

QUALIFICATIONS

• MSc or equivalent in a quantitative subject

• Understanding rapidly evolving landscape of statistical techniques used in risk modelling such as machine learning.

• Strong analytical ability and programming skills (Python [preferred], R)

• Knowledge of relevant IRB model class

• Knowledge of relevant IRB regulations and requirements (UK and EU)

• Collaborate with teams and stakeholders throughout FRM

• The ability to effectively communicate with a wide range of stakeholders, both written and verbally.

• An interest in working in a fast-paced environment, often balancing multiple high priority deliverables.