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Enabling and supporting model development, implementation of model monitoring, calibration and stress-testing all with a key focus on IFRS9 second genreation models (PD, LGD, EAD).
Develop solid relationships with various colleagues across the Bank and work across various areas in order to develop analytical and statistical solutions to problems.
Lead on the development risk models which are business-critical.
Practical experience of Credit Risk modelling, especially under the IRFS9 framework is essential.
Extensive experience in a highly quantitative role in risk management, in either model development or validation, backed up by a solid educational background.
Proficiency in SAS and MS Office and the ideal candidate will have some leadership experience and come from either a consulting or banking background.
1-3 years expereince ideal.
If this looks like an opportunity which you feel you could be good for and are interested in applying, please send you CV to firstname.lastname@example.org or call Chris on +442075327964 for more information.