| Job Title: | Governance & Stress Testing Manager - Banking |
|---|---|
| Reference: | BC1002-21/3 |
| Salary: | to £65,000 & bonus & benefits |
| Location(s): | |
| Industry(s): | Financial Services |
| Advertiser: | IMSworldwide |
| Employment Type: | Contract / Permenent |
| Posted: | 26-02-2010 |
Description:
The Role:As a Manager within this leading banking group you will have responsibility for the Model governance and stress testing financial models across the Retail and Corporate Banking Portfolio. Reporting to the Head of Risk Analytics, you will provide leadership and review of current models, coordinating the governance and framework for the portfolio, ensuring that all models meet the needs of business and comply with Basel standards, as well as application credit scoring, affordability and stress testing the models. You will ensure engagement with key stakeholders, meeting the strategic direction.
The Client:
Commercial Banking Division of a Major Banking Group
The Candidate:
With a background in regulatory finance, credit risk, credit scoring or model development, you may possess a track record in quantitative or statistical analysis or model review within a similar Banking business, and knowledge of the regulatory challenges particularly the impact of Basel II on PD, EAD and LGD modeling. Banking and lending experience is preferred. The candidates should have experience of decisioning systems and standards across the business. As a good communicator, you have strong reporting and presentation skills, as comfortable communicating at senior level as with analysts. An excellent salary and benefits package is offered.
