Job Overview

Model Oversight

Location: London, United Kingdom Salary: £95,000
Type: Permanent Contact: Kenara Miakhel
Posted: about 1 year ago

The role is required to provide the effective management of model developments through –

  • Ensuring models are developed in line with regulatory requirements and internal standards and submissions to our lead regulator, the PRA, are of high quality
  • Expert regulatory and methodology guidance for Basel modelling requirements including interpretation of requirements relating to rating systems and model design
  • Identifying and leading modelling initiatives to develop new approaches to meet new regulatory requirements and to drive global consistency and RWA efficiency
  • Ownership of global Retail model development, validation and documentation standards