Interim Credit Risk Modelling

Location
Homeworking
Salary
£850 per day inside IR35
Posted
18 Feb 2021
Closes
18 Mar 2021
Ref
GP00028
Contract Type
Interim, contract & temp
Hours
Full Time

Fairbank Partners are working with a leading Bank to find a contractor for an initial 9 months. 

Model Documentation is considered to be one of the most fundamental tenants of an effective Model Risk Management operating model. It provides a sustainable record of the models designed purpose, scope, drivers, key assumptions, and limitations. It also provides the central vehicle for the client to communicate model performance and regulatory compliance.

GRA Technical Authors are are at the centre of how the client documents Risk models for the consumption of a broad spectrum of readership and will be responsible for:

  • Managing and executing the delivery of model documentation telling the models story in an understandable and consistent way to meet Senior Management and 3rd party expectations.
  • Production of high quality, comprehensive, consistent and coherent model documentation in support of regulatory submission and approval.
  • Acting as a Technical Authoring expert across the Wholesale Credit Risk model risk landscape. 
  • Drawing the requisite information from model developers/ owners and translating complex methodologies into high quality easily digestible documentation. 
  • Management of an iterative documentation review, challenge and approval process across multiple model documentation initiatives simultaneously.
  • Ensuring best practice standards adhered for all model risk documentation.

In addition to the aspects of a Technical Author this role also requires expert knowledge of Wholesale Credit Risk risk modelling.

To discuss this role please submit your CV or contact Grace Pereira at Fairbank Partners on 07860658339. Fairbank Partners has access to a wide range of actuarial jobs and acts as an employment agency.

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