Senior Model Risk Analyst

  • Location
  • Contract Type
  • Posted
  • Start Date
  • Industry
    Banking (in-house)
  • Salary
    £600 - £650 per day
  • Expiry Date

Our London based client, is currently in need of a Senior Analyst within Model Risk Management and Validation that can hit the ground running.

Looking at the design and maintenance of the model risk management framework. At least 3yrs + experience in validation and model risk management, working across a range of models ideally Retail Banking and Mortgage focused, but not limited to this.

This is a technical role, with a strong preference for IRB, ICAAP and Generative AI. You will also look across Operational Risk models, finance, NII, Funding, ILAAP, Stress testing frameworks and IRRBB.

The team will perform independent review and validation of regulatory and non-regulatory models. Good understanding of model risk standards and model risk efficiency. Working end to end on the framework policies, definition, governance, updates within model risk and execute validation of the models. Working in the code, documentation, creating slides and presenting to committees.

Identifying, monitoring, measuring and controlling model risks. To ensure this is consistent with the banks risk appite. Reporting to the Head of Model Risk Management and able to present to committees, with the ability to stand your ground on challenges from the business on the models.

Looking for strong communicator with knowledge of ICAAP, AI and ideally from an IRB regulatory background (CRR, EBA, PRA) and ideally familiar with best practice SS 1/23.

At least 3 years of Validation skills across a range of models and methodologies. With excellent attention to detail and high standards. Masters level or CQF. Strong technical skills able to work with Python and ideally SAS also.

Please do apply now to be considered.

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