Two capital/reporting/internal model contractors
My client is looking for two contractors to work on the Internal Model project (one senior and one more junior). The role will include generally supporting the IM major change application as well as:
supporting risk calibrations, dealing with queries/amendments from the Regulator, understanding the methodology, pulling together documentation, doing SCR analysis, matching adjustment application, review of various aspects of the model and making it fit for purpose and usable by the production teams and undertaking sensitivity analysis for PRA.
- be able to start asap (end July at the latest)
- have current UK based IM/SII experience
- have strong modelling/speadsheet skills
- have strong communication skills
Please send me your CV in word format. Initial contract will be to end December.