Risk Analytics quantifies the risk profile of the Group. Retail Model Review independently reviews the Group’s credit models and methodologies. These derive key risk parameters PD, LGD and EAD which are used to determine the Group’s regulatory capital requirement and calculate the RAROC.
Responsibilities - Undertaking in-depth assessments of models used by the Group to ensure that they remain regulatory complaint and appropriate for the Group’s needs. - Representing Risk Analytics in expert panels and to provide advice to those that are responsible for the delivery of risk measurement models and methodologies throughout the Group. - 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.
Requirements - Commercially focused individual with good degree in a statistical or mathematical and quantitative or finance subjects. - Excellent knowledge of Microsoft Excel is a prerequisite - Use of analytical software such as SAS and data mining techniques. - Prior experience of review, validation and implementation of analytical risk measurement tools along with the knowledge of the wide range of Wholesale products and related risk measurement issues are desirable. - Strong verbal and communication skills are essential - Ability to explain analytical issues and synthesize complex analysis
Incisive Media Limited, Haymarket House, 28-29 Haymarket, London SW1Y 4RX, is a company registered in the United Kingdom with company registration number 04038503