A top tier bank is looking for a Senior analytics programmes methodology manager to join their team in Birmingham.
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 by both supporting and leading modelling initiatives
Knowledge and experience:
- Advanced understanding of the risk associated with retail banking products and services;
- Extensive knowledge of Capital Requirements Regulation (CRR) and supervisory statements relating to rating system/model design and PRA Basel model submissions
- Proven experience of guiding the development, implementation and communication of evolving quantitative techniques in a challenging and changing risk environment;
- Proven experience in developing PD, EAD and LGD models for AIRB portfolios.
If you are interested in this role please apply below or contact me for more information.
Eames Consulting is acting as an Employment Business in relation to this vacancy.
