Risk Models Manager - Economic Capital Models - Quantitative

RISK MODELS MANAGER - ECONOMIC CAPITAL MODELS - QUANTITATIVE

Our Client an Investment Banking Giant is looking for a Risk Models Manager to support the methodology team responsible for Economic Capital Models in particular. In cooperation with the risk managers you will define and perform quantitative benchmark analysis of the valuation approach used for EC purposes across different asset classes. You will also create appropriate documentation and support the approval governance.

ROLE REQUIREMENT

- Primary focus is on quantitative methodology development and review (experience with model development or model review/validation in an regulatory driven environment is welcome)
- The candidates will need to run the project that is covered by the role by them self so experience with project delivery/management is needed
- Candidates with experience of Methodology development, validation review in a regulatory environment and creating new models/methodologies.
- Will be facing off to Asset Class Risk Managers
- Quantitative experience is essential
- Support the methodology team responsible for Economic Capital Models in particular
- Coordination, processing and review of quantitative and qualitative input from risk managers across all business areas
- Using collected information perform quantitative analysis on the whole portfolio level and propose model improvements where appropriate
- Create proper model documentation/IT specifications