Exciting opportunity with one of the leading Investment Bank aggressively looking for a leadership role to manage model development of Financial Models. This is a new team set up hence people coming from strong financial services, technology and with programming, documentation and communication preferred. Complex quantitative modeling, numerical analysis, computational methods using programming languages.

Some of the key responsibilities will include :

- Work across teams in the projection of models with the development/validation/data aggregation teams.

- Work closely with business and the modelling team to develop, assess and challenge the assumptions and approach used in forecasting.

- 2nd LOD risk oversight of impairment and capital reporting/outlook, providing insight into portfolio movements to aid business understanding of core financials/adequacy levels and potential risks/opportunities.

- Provide subject matter expertise for various regulatory change projects

- Conduct periodic assessments of capital ratings system against internal policy and regulatory requirements, working with relevant teams to close out any identified gaps.

To be eligible for this role you will require:

- Bachelor's Degree in Finance, Maths, Sciences, Engineering or Economics or substantial directly related experience.

- A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression, etc).

- Proficiency in statistical programming language like Python and R

- Excellent understanding of Capital, RWA, IRB / Standardized, ICAAP

- Experience of stress testing

- Strong written and Verbal communication

- Strong stakeholder management skills

- Good understanding of model life cycle

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

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