Director - Wholesale Credit Risk Model Manager - up to GBP160k

Recruiter
Aston Carter Ltd
Location
London
Salary
160000.00 GBP Annual
Posted
19 May 2017
Closes
08 Jun 2017
Function
Consultant
Contract Type
Permanent
Hours
Full Time
This role has come about as they look to centralise model ownership responsibilities across risk and thus create a centre of excellence. This is a brand new role; therefore in addition to offering excellent exposure to senior stakeholders on a global scale, it's an area with lots of visibility and opportunity to put your stamp in the organisation. Key responsibilities include: International ownership of Wholesale Credit default risk models Be responsible for new and existing models within the portfolios, therefore taking on project management tasks where required. Face off to key senior stakeholders across the various teams such as Model Development, Quantitative Analytics, Finance, Technology, Risk Reporting and the Validation Unit to ensure requirements around the risk models and their policies are implemented effectively. Key skills/competencies required: A strong background in risk management within a large financial organisation or consultancy Strong knowledge and exposure of wholesale PD, EAD and LGD modelling approaches and related statistical techniques. Knowledge of key regulatory frameworks, specifically CRR and CRD IV. Ideally experience of AIRB model submission and approval. Ideally have a quantitative background with a scientific degree with degree (mathematics, statistics, sciences, engineering etc). Be able to demonstrate and an ability to work both autonomously and collaboratively, with excellent communication skills and the ability to engage stakeholders at all levels. Those that feel they are a strong candidate for the role should forward their CV's to (.co.uk) or contact Carl on to find out more. Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.