Wholesale Credit Risk PM - GBP750/day - 6 months rolling
The wholesale credit risk group develop models for capital (Basel), impairment (IAS39/37, IFRS9), and stress testing (CCAR, PRA, EBA). Model outputs are utilised across a range of risk metrics, including RWA, pricing, economic capital, and for credit sanctioning.
- Co-ordinating all project planning, tracking and delivery activities relating to the project management, work closely with risk management for global programme delivery to achieve RWA benefits.
- Supporting the design and implementation of consistent and robust wholesale Credit Risk systems and processes.
- Domain expertise in wholesale PD, LGD, EAD (preferred)
- Previous relevant experience in managing diverse cross functional projects
- High level of expertise in VBA, Excel, Access, PowerPoint, Visio and MSProject (or equivalent)