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 Simpson. You will have responsibility to: Critically review firms’ mortgage credit risk models against the IRB requirements and make recommendations..., develop conclusions and write reports and present results to senior partners. As a directorate, Supervisory Risk...
Anglo Technical Recruitment. You will have responsibility to: Critically review firms’ mortgage credit risk models against the IRB requirements and make recommendations... and concisely communicate the results of quantitative analysis to both senior technical and non-technical audiences both verbally...
Anglo Technical Recruitment