Responibilities

• To support the Head of Wholesale Model Review in the review of team output;
• To undertake in-depth assessments of models used by the Group  to ensure that the Group’s wholesale credit models remain regulatory compliant; to ensure that the on-going performance of these models remains appropriate to the Group’s needs; and to champion the introduction of industry best practices with respect to these;
• To represent Risk Analytics in expert panels, at industry forums and to provide advice to those that are responsible for the delivery of risk measurement models and methodologies throughout the Group.
• In addition, the role holder will play a key support role in other areas of Risk Analytics and in the management and leadership of the overall function:
• Support advisory projects through frequent communication with internal stakeholders and by developing a good understanding of business issues, regulatory requirements and needs
• Assist in the training and development of more junior team members;
• Develop strong relationships with managers in the businesses and in analytics functions within the divisions;
• Assist in the creation of senior management ready documents and analyses in support of regulatory interactions and in compliance with key regulatory requirements;
• Build the team’s reputation internally through participation in working groups and other forums
  
  Experience

• Excellent academic record including minimum degree level, in a quantitative or finance subject (e.g. mathematics, statistics, economics); probably with additional qualifications such as Masters Degree or Doctorate;
• Knowledge of the wide range of Wholesale products and related risk management issues;
• A minimum of 5 years prior experience of review, validation and implementation of analytical risk measurement tools;
• Prior experience in delivery both written and verbal communications to a senior audience and of developing constructive relationships with a range of different stakeholders;
• Appreciation of pertinent regulatory regimes and, in particular, regulation applicable to Advanced Internal Ratings Based models;
• Capable of undertaking independent research on industry best practices and an ability to integrate these into internal approaches used.