| Job Title: | Senior Risk Manager – EAD/LGD Model Development |
|---|---|
| Reference: | BC1002-86/1 |
| Salary: | Up to £750/day |
| Location(s): | UK, Various UK, Nationwide |
| Industry(s): | Financial Services |
| Advertiser: | IMSworldwide |
| Employment Type: | Contract |
| Posted: | 26-02-2010 |
Description:
The Role:As a Senior Risk Modeling Manager within this leading banking group you will have responsibility for the Exposure at Default (EAD) and Loss Given Default (LGD) models across the Retail and Corporate Portfolio’s within the Wholesale Banking business. Reporting to the Head of Risk Analytics, you will lead a team responsible for developing EaD and LGD models, responsible for rating systems documentation, assisting rating model review, 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 engage with senior stakeholders and group and divisional risk, meeting the strategic direction.
The Client:
Commercial Banking Division of a Major Banking Group
The Candidate:
With a background in credit risk, credit scoring or model development, you possess a track record in quantitative or statistical analysis within a similar Banking business, and knowledge of the regulatory challenges particularly the impact of Basel II on PD, EAD and LGD modeling. Business Banking and lending experience is preferred. The candidates must 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.
