Credit Risk ICAAP Modeller

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Job Description

Role & Responsibilities Regular production of the ICAAP along with associated models, procedures and monitoring reports. Responsible for documentation of strategies and policies as appropriate Production of such ad-hoc analysis as is required by the business to provide insight into customer behaviour.

Skills & QualificationsThe ideal candidate will have previously been involved in the production of the ICAAP and will fully understand the ICAAP process, developed models, ran stress scenarios and documented management actions. Strong experience within Financial ServicesStrong software skills using SAS