We have been appointed to manage the Treasury department recruitment campaign for one of the UK’s top high impact Banks. The latest phase of this will see us offer a series of fixed term / day rate contract roles to market. This particular role will focus on the review of the Bank’s IRB model to ensure compliance with key regulations. Hybrid working available - You can use various UK office locations(including London) from which to fulfil your two day a week office attendance requirement
Role Description
* Complete an attestation against relevant regulation for our IRB model
* Review last year’s attestation of the IRB model and create plans for bringing up to compliant
* Prepare the Treasury model risk team for internal second line reviews of the model
* Horizon scan the CRR and Basel 3.1 regulatory announcements to help anticipate where actions need to be taken to ensure compliance in the future
Role Requirements
* A background in regulatory compliance (CRR/Basel 3.1)
* Experience checking that the business is compliant to a set of regulations, and undertaking gap analyses with a focus on the IRB model aspect of the regulations would be good
* Background in model risk oversight. Checking models against a set of standards and raising actions where they see issues/shortfalls
* Some experience of working with models is desirable