Job Overview
We are seeking a seasoned credit risk expert to lead our team of quantitative risk analysts.
About the Role:
* To develop and implement effective strategies for validating and enhancing the bank's credit risk models.
* Lead projects within the Model Validation function, coaching junior team members to deliver quality projects in a timely manner.
* Participate in the overall planning of the team's work, presenting results at senior management committees and discussing topics with regulators and auditors.
Key Responsibilities:
1. Provide independent challenge of the modelling teams and business areas to assure and improve the Bank's models.
2. Be involved in the development of business cases and proposals to enhance model validation capabilities.
Requirements:
* A strong quantitative background (masters/doctorate in maths/ stats/ economics or other numerate discipline) with proven experience in applying this in a risk and modelling environment.
* 5+ years' experience in a quantitative analytics role (credit risk analytics experience is preferred).
* Experience in capital measurement and a thorough understanding of the legislation surrounding the calculation of capital requirements (CRD/CRR, Basel III/IV etc.).
* Must be a clear role model, with demonstrated capability of developing and coaching people, empowering, and trusting in people.
* Proven ability to prioritise tasks and manage time effectively to deliver requirements.
Skill Enhancements:
* A deep understanding of financial markets and instruments.
* Knowledge of regulatory requirements and industry best practices.