Our client, is currently seeking a Head of Model Risk to deliver an effective model risk framework for the bank.
This is a good opportunity to work closely with the CRO & group risk leadership and provide leadership & guidance to a team of risk modelling specialists.
- Leading the strategic direction of Model Risk in the bank including system development.
- Develop the Model Risk framework for the bank.
- Design of models in line with regulatory obligations establishing a methodology for risk ranking as well as an appropriate model inventory.
- Validate & assess performance of all risk models to include consumer credit risk, financial risk, risk aggregation & other risk models as required.
Requirements for this Role
Previous management experience with strong quantitative risk & modelling background.
About Our Client
Leading bank based in City Centre
Competitive Salary | Car Allowance | Pension