11 months ago
JCW is currently working on a search for a Model Risk Manager for a retail bank based in Edinburgh.
This role will sit within the Model Risk Oversight team and will be predominately responsible for the oversight of risk and financial models.
Responsibilities include (but are not limited to):
- Validation of models including IRB, IFRS9 and Treasury to a standard that meets internal/regulatory expectations
Lead the statistical testing of the models and report on the findings
Lead a small team of people
Produce reports summarising the validations, highlighting potential areas for improvement
Support senior management
- Influence and build relationships with a range of stakeholders
You will need:
- A quantitative background focusing on risk assessment models
- Experience in either model validation or model development
- Experience working in a risk function e.g. Credit Risk, Model Risk, Market Risk
- Knowlege of Credit/Financial Risk regulations e.g. IFRS9
- Good communication skills with the ability to build relationships