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Director Wholesale Credit Model Owner - Banking - London

Job Title: Director Wholesale Credit Model Owner - Banking - London
Contract Type: Permanent
Location: London
Industry:
Salary: £120000 - £140000 per annum
Reference: BBBH15223_1494580910
Contact Name: George Marks
Contact Email: george.marks@twentyrecruitment.com
Job Published: May 12, 2017 10:21

Job Description

Twenty Financial Services are currently recruiting for a Director - Wholesale Credit Model Owner for a Tier 1 Bank based in London.

This is a newly created role to take ownership of a portfolio of Wholesale Credit Risk PD, EAD and LGD models including oversight of development, validation, review, monitoring and regulatory assessments.

Responsibilities:

  • Work alongside key senior stakeholders across Risk, Technology and the Front Office on current models and new models under development.
  • Review and approve development documentation to be sent to independent validation
  • Check model performance
  • Ensure all documentation is in line with regulation and keep abreast of any future changes, identifying required regulatory approvals.

Skills required:

  • Strong knowledge of Wholesale Credit Models (PD, EAD and LGD)
  • In-depth understanding of regulations such as CRR/CRD IV/IFRS9 and AIRB submissions.
  • Background in model validation/development/monitoring/governance etc
  • Excellent stakeholder management skills

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