Model Risk Officer, Avp

Rbsfuel

Model risk review and validation
Risk modelling in traded and non-traded markets
Model governance and risk appetite setting
As a Model Risk Officer, you’ll be advancing your skillset and advising on how model risk can be reduced or mitigated

Job Summary

  • As a Model Risk Officer, you’ll be advancing your skillset and advising on how model risk can be reduced or mitigated.
  • You’ll maintain and control an aggregated bank-wide model inventory and associated model risk assessments, ensuring models are fit for purpose across various business uses.
  • You will report findings to senior management, regulators, and other stakeholders, and play an active role in team development and governance implementation.

Matching Summary

As a Model Risk Officer, you’ll be advancing your skillset and advising on how model risk can be reduced or mitigated.

Skills & Requirements

Must-have

  • model risk review and validation
  • risk modelling in traded and non-traded markets
  • model governance and risk appetite setting
  • regulatory model risk compliance
  • quantitative advanced modelling skills

Nice-to-have

  • team development and coaching
  • stakeholder communication and influence
  • problem solving and analytical skills

Key Requirements

  • postgraduate degree in quantitative subject
  • experience in model review or development
  • knowledge of risk-model regulatory requirements

Work Rights

Not specified

Tailored Resume

Cover Letter