Modelling Lead - RISK Profile

Modelling lead - RISK Profile

ROLE:

-Modelling lead - RISK Profile (extremely important/urgent - Priority 1) One person dealing with two value streams
-The role will work on defining modelling strategy, engage modelling team from the Client which has a focus on both the IRB and IFRS9 models.
-The person filling this role will have to be able to understand the modelling community and speak their language. It is not required that he or she is a modeler himself.

DURATION:

-Timing is from Now to end of the year, with an option to extend the engagement.. Work is to be performed onsite, but might be done remotely somewhere in the future.

PROFILE:

-Degree in Statistics/Mathematics/Economics/Finance or working knowledge and able to act on this level.
-Knowledge of the positioning of Python, R or Matlab in the SAS modelling software ecosystem.
-Familiarity with risk regulatory guidance on model risk management (IFRS9, Stress Testing, Basel)
-Capable of managing a team of people potentially including partners.
-Good communication skills (English)
-Be fluent in English

.* Start of this role can be immediately and will be at least for one year

.* Contract will ideally be engaged on yearly basis (ends at 31/12)