This is an exciting, high profile and developmental role and opportunity, as a key member of the credit risk control division of Corporate banking.
The role will provide the holder with substantial exposure to: the widely differing business units within the division (and their senior management); the forefront of risk management in the critical area of risk rating models and modelling; and senior divisional and group risk management.
You will be responsible principally for providing effective, robust and independent oversight of and challenge to a suite of credit rating models across the business. The role is extending to other. The team also provides expert advice to business units on their risk modelling activities, including the development, selection, implementation, validation and stress testing of rating models. models, including economic profit calculators, pricing and provisioning models, and wider risk assessment models.
You must have knowledge and experience of the Basel II regulatory environment. Knowledge and experience of the Basel II regulatory environment. Risk rating model building/validation and/or review experience. In summary, the role is demanding, but stimulating and varied, and with considerable potential for self development within a committed and enthusiastic small team environment, adding substantial value in an increasingly important area.