Senior Modelling Analyst- Hampshire- SAS- £50,000-£60,000


Premium Job From Nigel Frank International

Recruiter

Nigel Frank International

Listed on

17th August 2018

Location

Hampshire

Salary/Rate

Negotiable

Salary Notes

Negotiable

Type

Permanent

This job has now expired please search on the home page to find live IT Jobs.

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.

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