Capital Modelling Specialist
1 month ago
As a Capital Modelling Specialist at The Emerald Group, you will provide critical support to the Capital & Performance Modelling (CPM) team. Your role will involve working on various capital modelling workstreams, requiring a high level of analytical and technical expertise.
Key Responsibilities:
- Support the CPM team in gaining Internal Model approval with the National Bank of Belgium (NBB), involving model use in managing business requests, resolving validation actions, and delivering regulatory capital submissions.
- Conduct regular reviews of model parameters, including parameterisation of risk types, and update model code in line with market practice.
- Assist in preparing for, running the model, and feeding into the UK branch application to the PRA.
Requirements:
- 2:1 or above in a university degree with mathematical content.
- Previous modelling experience is highly desirable.
- Familiarity with Tyche and SQL Database management systems is advantageous.
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