Risk Analytics/Risk Modeling Role - Bank

To achieve the requirement of independently assessing the accuracy, robustness, performance of a model including reviewing its assumptions, methodologies, data inputs to ensure it meets regulatory and internal standards, we require support and expertise in the following areas:

- Understanding of statistics, analytical concepts, modelling and analysis.

- Experience of developing and reviewing models throughout the customer lifecycle.

- Deep understanding of regulatory frameworks and compliance standards.

- Experience in validation techniques, including benchmarking, back testing and sensitivity analysis.

- Ability to work collaboratively in a team and manage multiple tasks efficiently.

- Proficiency in relevant software and programming languages e.g. Python, R, SAS, Matlab, C++, VBA, Appian.

- Knowledge and experience in Model Risk Management framework and processes.

- Ability to critically analyse statistical concepts and modelling techniques and to be able to present the conclusions to technical and no-technical audiences in a clear and unambiguous manner.

- Excellent verbal, written (report writing, summarising validation issues in clear and concise manner for stakeholder) communication and stakeholder management skills.