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Form of work
Salary- Focus on quantitative analysis of the ~ 500 models, to support risk frameworks
- Not model development
About Our Client
Leading international bank based in the City of London, undergoing a large merger.
Job Description
As a Model Risk Analyst, you will:
- Design, develop, and maintain the framework around Policies and Procedures.
- Liaise with key internal stakeholders
- Making sure the model inventory is accurately maintained including validation timelines and appropriately summarised / escalated to the Model Risk Management Committee
- Assist the ongoing management of the Model Risk Committee
- Participate on Operational Risk estimation, risk tolerance set up, stress testing calculations.
- Produce portfolio analytics covering capital contribution for both Economic Capital and Regulatory Capital.
The Successful Applicant
To be a successful Model Risk Analyst:
- Experience in credit risk analytics or quantitative research within financial services.
- Understanding Basel III and regulatory capital requirements for banking industry
- Proven problem-solving skills using logical reasoning and analytical methods
- Working knowledge of SQL and other programming language (R, SAS, Python etc.)
- Excellent Excel and Access Skills
- Degree in Finance, Mathematics, Economics, or Engineering
What's on Offer
- Sitting in growth team
- Competitive salary
- Great benefits
