Basell III / FRTB Modelling Methodologies & Standards Manager

  • Competitive
  • Birmingham, England, United Kingdom
  • Contract, Full time
  • Nicoll Curtin - UK
  • 17 Apr 19

Basell III / FRTB Modelling Methodologies & Standards Manager

Basell III / FRTB Modelling Methodologies & Standards Manager

Birmingham

12 month contract

£700-800 /day

As part of a new programme of work within RWA and Capital Management area of the bank to the to enhance Capital Models we are looking for a Basell III / FRTB Modelling Methodologies & Standards Manager to join the team on an initial 12 month contract.

You will be focusing on the redesign and embedding of the capital models and new modelling methodologies.

The ideal candidate will have the following experience:

  • Proven experience within a Capital Models / AIRB Models position as a Methodologies & Standards Manager
  • Knowledge of Capital / AIRB / FRTB Models and policy creation is essential
  • Proven experience in the creation of model risk controls and documents of the risk policy and standards
  • Strategizing, documenting and formulating the delivery of model risk strategy
  • Experience in ensuring models are developed in line to regulatory requirements both internally and the PRA
  • Knowledge of modeling monitoring industry
  • Experience in Model Risk Management for the FLOD
  • Understanding of relevant regulatory requirements with respect to model monitoring framework
  • Proven experience in translating complex model monitoring processes into coherent policy and standards.
  • Conduct Model reviews to challenge retail risk model developments

The rate available for this position is between £700-800/day for a 12 month contract with significant scope for extension.

  • This is NOT a Business Analyst or Project Management position

Please apply with an up to date version of your CV for immediate consideration!