Key responsibilities of the Position:
- Completing the critical review of credit risk models and methodologies, with a focus on Credit Risk Scorecards, IRB and IFRS9 Models.
- Responsible for execution of risk focused audits, including modelling and model risk management.
- Delivering presentations of results to key stakeholders and senior members of the business.
- Taking a lead in the management and training of Junior members.
Key requirements of the Position:
- Experience of qualitative risk, model IT and exposure to the associated regulations.
- Experience of financial modelling using cash flow modelling, stress testing and appropriate market knowledge and metrics.
- Previous experience working in an Audit position covering credit would be preferred but not essential.
- Strong Microsoft Office skills including Excel pivot tables and Macros.
- Educated to degree level in a quantitative or financial subject.
- Willing to be based in London
