reviewing new and existing/remediated credit risk models (mainly IRB but also covering IFRS9 and stress testing). This role... will report into a Senior Manager, and part a team of 3 people performing reviews of both wholesale and retail credit risk models...
Barclay Simpsondevelopment of a portfolio of IRB models, in collaboration with the Head of IRB, to support business decision making, risk... behavioural competencies. Engaging with senior stakeholders across the Business, Finance and Risk to ensure that IRB models can...
Barclay Simpsonbelow. What is the purpose of the role? The Pricing and Risk Manager contributes to the overall success of the Private Client business... modelling, financial modelling, credit scoring modelling, ROE modelling, prepayment risk modelling, and IRB modelling. Regularly...
Investec