We are seeking a contract Investment Risk Director to take a pivotal role in managing and overseeing risk.
The successful candidate will be responsible for building and monitoring a full suite of PD, EAD & LGD models as the firm continues its journey towards becoming an IRB accredited bank.
Key responsibilities will include:
* Developing and implementing various types of predictive models, segmentation strategies, optimisation algorithms & data mining analysis.
* Aiding the development, maintenance and monitoring of new IRB rating systems, regulatory PD, LGD, EAD & scorecard models.
* Supporting regulatory and compliance initiatives within Risk such as IFRS9 models and stress testing, credit risk scorecards and simulation models to optimise operational processes and to quantify & manage operational risks.
Applicants should possess significant experience of retail IRB models (as a developer or validator).
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies.
Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics.
We are an equal opportunities employer and welcome applications from all qualified candidates.
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