
Senior Analyst
5 days ago
We are seeking a skilled Senior Analyst, Model Risk Management to join our team. The successful candidate will be responsible for performing robust independent model validation, ensuring early and proactive identification of Model Risks, effectively managing and mitigating Model Risks, supporting the design of Model Risk metrics, implementing a strong Model Risk Management and governance framework, and supporting bank-wide Model Risk-related policies and practices.
Key Responsibilities
* Validate stress testing models used within the larger CCAR PPNR umbrella
* Develop challenger models including independent data collection and complex analysis and testing
* Follow regulatory guidelines and the Bank's policies and procedures for model risk management, especially CCAR-specific guidelines
* Automate processes and uplift frameworks
Requirements
* 2-3 years of professional experience in model development/validation or related areas
* Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus
* Strong analytical skills with experience in relevant software packages, e.g., R and Python
* Experience and knowledge of statistical techniques will be advantageous
* Ability to analyse and understand financial statements (Balance sheet, Income statement)
* Good presentation & communication skills
What We Offer
* Training and development to help you excel in your career
* Coaching and support from experts in your team
* A culture of continuous learning to aid progression
* Flexible benefits that you can tailor to suit your needs
About Us
We strive for a workplace where we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are a collaborative and inclusive team.
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