Key responsibilities of the position:
- Responsible for the development of the banks credit risk models, covering IRB IRFRS9 and Credit Stress testing Models.
- Working to prepare checklists for the Banks validation activities, ensuring the relevant processes are followed inline with model risk policy
- Providing expert advice to the risk management team using relevant MI and reports.
Key requirements of the position:
- Minimum of 5 years' experience in developing, reviewing and validating credit risk management models, including IRB, IFRS9 and Credit Stress testing models.
- Good knowledge of Basel requirements.
- Proficient in the use of SAS and/or Python and Excell.
- Willing to work to a Hybrid model based in Edinburgh