Senior Modelling Analyst- Hampshire- SAS- £50,000-£60,000
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What you will be expected to do in the role:
* Maintain, enhance, back test and calibrate the impairment models.
* Maintain the PD, EAD LGD models, update regularly.
* Maintain and enhance impairment reporting, monitoring, governance and procedural documentation.
* Monitor international and UK regulatory and accounting changes, review relevant discussion/ consultation papers, assessing the impact and driving it through relevant review/ discussion processes.
* Develop segmentation, model validation, internal controls, procedural documentation and model monitoring, liaising with external auditors for review as required.