Consultant - Credit Risk Analytics - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
Verified Company
London, United Kingdom

2 weeks ago

Tom O´Connor

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Tom O´Connor

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Description

Job Remit:


  • Project manage the delivery of key regulatory and risk management projects, to ensure appropriate and timely closure of remediation plans.
  • Execution of remediation plans, ensuring compliance with key regulations such as EBA Guideline on PD and LGD (EBA/GL/2017/16), and the ECB Guide to Internal Models.
  • Contributing to model redevelopments, ensuring compliance with internal standards and regulatory expectations.
  • Senior stakeholder management and project reporting in governance committees.
  • Documentation of business requirements in partnership with clients as appropriate.
  • Creating concise and effective presentations for senior management on project updates and regulatorready materials.
  • Coordinate with and support credit analysts, capital teams and model risk management team.

Skills Required:


  • Experience of IRB model development or EBA remediation.
  • Deep knowledge of European IRB regulations and expectations, in particular EBA Guideline on PD and LGD (EBA/GL/2017/16), and the ECB Guide to Internal Models.
  • Understanding of statistical techniques used in risk modelling such as Regression, survival analyses, machine learning, etc.
  • Analytical ability and programming skills (Python [preferred], R)
  • Able to connect and develop relationships with a wide range of stakeholders.
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