Credit/ Liquidity/ Market Risk Modeler – Investment Bank

Key responsibilities

• Opportunity to participate in the development of credit risk PD/LGD/CCF models for AIRB and stress testing.
• Liaising internally with risk managers, including explaining model outputs, performing ad-hoc analysis, and answering technical or background questions on the models and requirements
• Produce analyses required for various regulatory discussions including topics related to model methodology, benchmarking, driver analysis, etc. Perform self-assessments against regulations to ensure model compliance.
• Interaction with the Bank’s senior management connected to your audits, where you will be encouraged to act as a trusted partner and use your independence and influencing skills to support the improvement of the Bank’s risk and control environment.