This International Bank is seeking am experienced quantitative modeller that has had good experience in Basel II /IRB modelling experience (i.e. PD, LGD, EAD) within Corporate or Wholesale space.
In this role you would not be carrying out model development but would be the bridge between the quants and the rest of the business. You would be a technical specialist that know the models in depth, but also have the ability to relay this information to Non-Quantitative persons throughout the business globally (Business, Finance, other Risk Functions, and Senior Management).
If you want to have huge amounts of exposure to the whole business and have a authoritative say about what goes on within your field apply now to risk@selbyjennings.com
The Role
- Responsible for the methodological framework underpinning the groups IRB approaches
- Ensure the framework operates within regulatory boundaries
- Liaise with the regulator and ensure compliance on all model related matters
- Provide a bridge between the analytic community with the Business, Finance, other risk functions and Senior Management
- Provide technical assistance on model and Basel II related matters to regional analytic teams
- Ensure strong governance around development, validation and monitoring of models across the group
Role requirements
- 3+ years experience with Basel/Economic Capital/PD, LGD, EAD modelling experience
- Advance degree in quantitative discipline
- Strong communication skills on a strategic, business and technical level
- Ability to develop new initiatives and frameworks from scratch and lead with confidence
- Proven experience of discussing complex analytical subjects with no -technical internal and external counterparts
- Good understanding of regulatory developments and supervisory practices
- Strong influencing skills with regards to guiding and shaping regional analytics teams
If you want to be Senior Manager in your field in a Global Invest Bank, with a salary of up to GBP100k apply now to risk@selbyjennings.com
KEYWORDS
Credit, Credit Risk, Risk Modelling, Credit Modelling, Basel, Economic Capital, EC, PD, LGD, EAD, IRB, IRBA, AIRB, A-IRB
Type: Full-time
Location: London
Category: Quantitative Analysis Jobs
Apply Email: risk@selbyjennings.com
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