Home About Subscription offers Advertise Contacts Free trial Tell a colleague Your details Events
Career Center Jobs and Career Management in the Financial Markets, Banking & Finance Career Center
  Job Seekers Sign in / Register Recruiter's Sign-in







Group Risk Model Validation, UK-London
Group Risk Model Validation
Company: Healy Hunt  
Location:   UK-London  
Remuneration:   Excellent  
Position Type:   Employee  
Employment type:   Full time  
Work permit req:   EU  
Updated:   12 Dec 2008  
eFC Ref no:   494427  
 
5500000000000031.gif


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

All jobs from Healy Hunt
Email this job
Print this job
Save this job
Contact:
Richard Lewis
Company:
Healy Hunt
Website:
www.healyhunt.com
Recruiter Ref:
RL MRM

All jobs from Healy Hunt
Email this job
Print this job
Save this job

© Incisive Media Ltd. 2007 Jobs at Incisive Media | Terms and conditions | Privacy policy | Accessibility Statement
Incisive Media Limited, Haymarket House, 28-29 Haymarket, London SW1Y 4RX, is a company registered in the United Kingdom with company registration number 04038503