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 SimpsonConducting thorough reviews of the banks mortgage credit risk models for compliance with IRB standards. Leading... such as stress testing major UK banks. Within the division, the team advises the PRA on IRB rating systems, credit risk measurement...
Michael Page. 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