ApermanentopportunityhasarisenforaSeniorModelling Analyst (Credit Risk)tojoinaleadingfinancialservicesorganisationattheBirminghamHQ.Thisrolewillplaceyouatthecentreoftheriskmodellingfunction,withresponsibilityfordeveloping,validatingandmaintainingstatisticalmodels,includingIFRS9andoperationalscorecards.
Itsapositionthatcombinestechnicalchallengewithrealinfluence,givingyouthechancetoshapekeydecisionswhilebuildingyourcareerinanenvironmentthatinvestsinlearninganddevelopment.
Keyresponsibilities:
1. Performfirstlinevalidationofstatisticalmodels,includingIFRS9models(PD,EAD,LGD)andoperationalscorecards(behaviouralandapplication).
2. Reviewtheoutputofmodelmonitoringandexecuterecalibrationorremediationactivitieswhenmodelsareoutoftolerance.
3. Carryoutmodelriskanalysistosupportbusinessdecisionmaking.
4. Developandrefinemodels(applicationandbehaviouralscorecards,IFRS9,ICAAP)inlinewithstrategicobjectivesandriskappetite.
5. Ensureallmodelscomplywithregulatoryrequirementsandinternalmodeldevelopmentandvalidationstandards.
6. Undertakewhatifanalysistoassessthefinancialimpactofknownchanges.
7. Contributetoroutineactivitiessuchasbenchmarking,sensitivityanalysis,evaluatingpost-modeladjustmentsandverifyingmonthlymodellingdatasets.
8. Produceclear,accuratereportsandcommitteepapers,andcompiletimelyminutesfortheModelRiskGroup.
9. SupportthedeliveryofmodelinventoryandEndUse...