£60000,00 - £70000,00 per year

London

Permanent jobs

Totaljobs/212302 London

05/11/2009 09:01

An exceptional Retail Model Validation Manager is required by this leading financial institution to join the Retail Model Review Team responsible for the independent review of the Group's retail credit models and methodologies that are used to derive key risk parameters Profitability of Default, Loss Given Default and Exposure at Default which are used to determine the Group's regulatory capital requirement and calculate the Risk Adjusted Return on Capital. The team also provides support to Group Risk Management.


Main responsibilities will be:-
* Undertaking in-depth assessments of models used by the Group to ensure that they remain regulatory complaint and appropriate for the Group's needs.
* Support advisory projects through frequent communication with internal stakeholders and by developing a good understanding of business issues, regulatory requirements and needs.
* To assist in the creation of senior management ready documentations and analyses functions within regulatory interactions and in compliance with key regulatory requirements.


To be considered for this role, the ideal candidate will be a commercially focused individual with good degree in a statistical or mathematical and quantitative or finance subjects, possess excellent knowledge of Microsoft Excel able to demonstrate significant experience in using analytical software such as SAS and data mining techniques. You will also require strong verbal and communication skills are essential; along with the ability to explain analytical issues and synthesize complex analyses in a form that is appropriate for the given audience.

Joslin Rowe - Winner of 4 UK Recruiter Awards including Best Accountancy/Financial Recruitment Firm and Best Office Support Agency.
Joslin Rowe is a Randstad company. Joslin Rowe Associates Ltd encourages applications from individuals from all backgrounds but candidates must be able to demonstrate their ability to work in the UK. Joslin Rowe Associates Ltd is acting as an Employment Agency in relation to this vacancy.
Skills
Retail Model Validation Manager, London: