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Full-Time Opportunity: This is a permanent, full-time position with a competitive package and real career growth potential.
Job Description
Role Description
Complete an attestation against relevant regulation for our IRB model Review last year’s attestation of the IRB model and create plans for bringing up to compliant Prepare the Treasury model risk team for internal second line reviews of the model Horizon scan the CRR and Basel 3.1 regulatory announcements to help anticipate where actions need to be taken to ensure compliance in the future Role Requirements
A background in regulatory compliance (CRR/Basel 3.1) Experience checking that the business is compliant to a set of regulations, and undertaking gap analyses with a focus on the IRB model aspect of the regulations would be good Background in model risk oversight. Checking models against a set of standards and raising actions where they see issues/shortfalls Some experience of working with models is desirable