Model Risk Validation Assistant Manager

£38,000 | Midlothian | Permanent

Posted 12 days ago

InterQuest

Working closely with our established Retail Banking client based in Scotland. Due to an increase in regulatory demands, we are supporting the search for an Assistant Manager to join the bank's Model Risk Validation function.

Specifically working as part of the Model Risk Oversight Team. You'd be working with the important models, such as IRB, IFRS9 and Treasury models, all whilst ensuring that they meet both internal and external UK and EU regulatory expectations. EU regulatory experience is highly sought after in the market.

You'd be reporting to the Model Risk Oversight Manager, and you will be responsible validating Credit and Financial Risk models, following both the internal framework as well as external regulation. There will also be an element of reporting in the form of internal and external reports in respect to the validations done, and lastly you'll also have the opportunity to build relationships with senior stakeholders from the Risk Function as well as the wider business.

Responsibilities:

· Recalibration and validation of IRB & IFRS 9 Models

· Build relationships with a range of senior stakeholders

I.T Skills:

· SAS

· Excel

Some of the Benefits:

· Generous Pension

· Private Medical Insurance for you and family

· Flex Allowance - can be taken as part of salary.

If you're interested please apply, or drop me a message on Linkedin and I'll get back to you as soon as possible.

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.

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