RETAIL BANKING - SENIOR ANALYST PD/LGD/EAD modelling
The successful candidate will be responsible for acting as a consultant on and defining standards for Basel model developments, monitoring and documentation across the business. This will also cover interpreting and assisting to deploy new regulatory guidance. In addition to this within the European region you will be responsible for stress testing, RWA management analysis (including forecasting), responding to regulatory requests for European portfolios and ensuring appropriate governance for all model builds, monitoring and documentation.
Key responsibilities include:
- Advising within Europe and the whole business on Basel model builds
- Undertaking portfolio stress testing
- Responding to regulatory requests including coordination and some hands on involvement of data requests
- Liaising with key business stakeholders to advice on the impacts of business actions to levels of required RWA
- Working closely with colleagues within Global Analytics Centre and supporting offshore project work.
- Providing RWA forecasts for all portfolios
REQUIRED SKILLS AND EXPERIENCE
My client is looking for a strong background in Basel modelling, stress testing and forecasting. This includes PD/LGD/EAD modelling knowledge in view of the relevant UK and European regulations. This is an opportunity to get exposure on a variety of products - Credit Cards, Mortgages, Current Accounts and Personal Loans.
Please apply immediately for consideration or give Dee Sharma a call on 0207 469 5255