Responsibilities:
- The role will work on the enhancement of stress testing models across the Risk Department to meet regulatory guidance
- Identify gaps in model documentation and enhance all material model documents to meet the global Model Risk Management standards
- Perform relevant analysis to support model development such as model performance testing, sensitivity analysis of model assumptions and limitations
- Impact analysis of model uncertainties including model parameters and model choices
- Support model developers during the validation cycle
Skills required
- Experience in risk model development/validation and exceptional technical writing skills.
- Experience across risk types including Market, Counter-party, Liquidity and Operational risk is preferable
- Strong knowledge of programming languages such as Python and VBA
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.
