Quantitative Model Documentation
Quantitative model documentation - 90K
Keywords: Credit Risk, Market Risk, Analytics, SAS, SQL, CCR, Advanced Internal Ratings Based, Basel II modelling, Impairment, Portfolio Risk, Capital forecasting, Stress testing, Scorecard modelling, Monitoring, Validation, IB risk
My client is a leading global bank; looking to invest heavily across their model documentation team which covers all risk across the organisation.
As with any large global bank, there is the opportunity to have a structured career path, however with the exposure to senior stakeholders and excellent visibility, you will have immediate autonomy and an unprecedented career trajectory in an exciting new team.
Key Responsibilities include:
- Guide the model monitoring team to ensure they meet the requirements laid out in internal policies and procedures.
- Excellent stakeholder management skills
- Strong documentation skills
Key Skills/Competencies Required:
- Ability to vet model documentation and writing, eg in model review function or model validation team
- Experience in more than one asset class, or more than one risk function
- Educated to Masters or PhD level in a finance, econometrics, mathematics, sciences, engineering or another quantitative subject
- Strong understanding of other risk types outside of CCR would be great as this is where they have the most expertise.
Those that feel they are a strong candidate for the role should forward their CV's or contact Bethan 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.