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Model Risk Audit Analyst

Closing date
15 Sep 2021

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Model Risk Audit Analyst - Wholesale Portfolios

Major bank requires a quantitative focused model audit analyst with extensive experience to provide model audit, validation and stress testing of various regulatory frameworks across their wholesale treasury and retail investment portfolios. Candidates will play a key role towards core stress testing, audit, validation, model integration and new functionality across the group focusing on quantitative aspects of the risk model capabilities and their adherence to Stress Testing, ICAAP, IRB and CRR regulatory frameworks.

Applicants should have excellent risk modelling knowledge gained from a treasury or risk portfolio area, strong user facing skills and recent relevant experience in a similar environment. Strong Degree essential.

Essential Skills:
  • Capital Stress Testing/Risk Model Audit
  • Front Office Investment Portfolios
  • Model Risk Analyst
  • Pricing
  • IRB
  • CRR

Risk Model Audit Analyst - Wholesale Portfolios
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