Are you looking to build knowledge and develop within the Risk Division? An exciting opportunity has become available to join the Model Risk and Validation team. The role will give you responsibility for independent model review and validation, for various types of models across the Group including:
- Commercial Credit (initial focus)
- Retail Credit
- Credit “Portfolio” models
- You’ll be a highly experienced and highly numerate person, holding at least a degree level qualification with quantitative content or equivalent skills derived from extensive experience
- You’ll have experience in model building and/or model review, including some relating to Commercial credit/regulatory models.
You’ll have good background knowledge of Commercial Credit and associated processes and the Regulatory requirements of IRB models.
Regular engagement with senior colleagues across the Group and to be an excellent partner with influencing skills, and able to challenge constructively at a senior level.
- Experience of model build and/or independent validation for Commercial Credit models, including IRB models.
- Ability to demonstrate experience and knowledge to make sound model judgements, taking it into account model performance, regulation and wider considerations such as complexity/benefit and short/long term trade-offs and resource prioritisation.
- Knowledge banking and associated risk management approaches that are significant to understand models in the context of the business.
Vacancy Type: Full Time
Job Location: Bradford, England, UK
Application Deadline: N/A