RBS

Requirements

• At least nine years of relevant experience
• Five years in pricing or market risk model validation
• Masters or PhD level knowledge on quantitative finance-oriented subject
• Hands on expertise on coding using Python/C++
• CQF certification is a strong added advantage

Benefits

• 401k Matching
• Health Insurance
• Paid Time Off
• Performance Bonus
• Remote Work
• Training Budget

Skills

Requirements

• Review and validate credit models relating to wholesale, commercial and retail portfolios
• Assess the models' compliance with regulations, internal policies and standards
• Perform sensitivity analysis to assess the adequacy of modelling or data assumptions
• Document all analysis in a succinct and clear manner
• Prepare checklists for various validation activity to make sure that appropriate controls are established and consistently followed
• Undertake in-depth assessments of the models' subcomponents, making sure models are fit for purpose for their designated use
• Make sure that model risk management aligns with our model risk policy, and undertake model risk assessments to identify potential risks
• Provide expert advice on aspects of risk management, including providing senior executives with relevant MI and reports, escalating concerns where appropriate

Benefits

• Flexible Hours
• Gym Membership
• Health Insurance
• Home Office Budget
• Learning Budget
• Paid Time Off
• Remote Work

Skills