This is an exciting opportunity, for a quantitative individual with a specialism in technical writing to play an integral role in the effective Model Risk Management as part of First Line of Defence for model risk management.
Key responsibilities in Credit Risk Modelling Specialist will include:
- Demonstrate strong Credit quantitative risk modelling knowledge.
- Act as Technical Authoring expert across Credit model risk landscape.
- Drawing the requisite information from model developers/ owners and translating complex methodologies into high quality easily digestible documentation
- Management and execution of the reviews and edit of model documentation to ensure the models story is presented in an understandable and consistent way to meet Senior Management and 3rd party expectations
- Gather documentation that encompasses all aspects of the delivery (customer, people, process, policy, technology - system, data, infrastructure, etc) as part of the model risk management process.
A successful application in the Credit Risk Modelling Specialist role will include:
- BSc/BA or higher in a related discipline (Statistics, Quantitative Economics, Computer Science, Technology, Communications, Business Administration)
- Must have exposure to IFRS9, Basel, PD, EAD and LGD
- Technical Authoring certification or other demonstrable writing acumen is highly beneficial, ideally a candidate with a specialism for writing.
- Strong quantitative modelling background across wholesale credit risk
- Strong (5+ years) Credit technical documentation authoring experience.