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Model Risk Management Specialist

2 months ago

London, Greater London, United Kingdom Adway Associates Full time

**About the Role**

Adway Associates is seeking a highly skilled Model Risk Management Specialist to join our team. As a key member of our Model Risk Management (MRM) team, you will be responsible for ensuring the accuracy and reliability of our risk models.

**Key Responsibilities**

  • Support the Head of Model Validation in prioritizing and scheduling validation activities to ensure all models remain fit for purpose in accordance with the Banking Group MRM Policy and Standards documents.
  • Manage independent reviews across the model lifecycle, including new developments, model changes, periodic validations, ongoing monitoring, and implementation in respect to their design, calibration, validation, operation, usage, reporting, and governance.
  • Lead re-performance independent validation for material models, including partial or complete recoding, development or building of challenger models, data profiling, model and variable selection, back-testing, and stress testing.
  • Maintain knowledge of model risk and regulatory requirements and standards related to risk models.
  • Carry out model risk management tasks with a view to the auditability of model assurance.
  • Research statistical techniques to estimate model parameters, including volatilities of risk factors and their correlations, and to validate the use of appropriate proxies and fall-back parameters.
  • Promote a robust risk culture across the primary stakeholders and business.
  • Monitor regulatory developments and ensure personal knowledge remains up to date.

**Requirements**

  • Experience in modelling and/or validation for corporate, retail, and wholesale banking portfolios with a financial services organization, consulting firm, or analytic solutions provider.
  • Ability to utilize experience and knowledge to make sound model judgments, taking into account model performance, regulation, and wider considerations such as complexity vs benefit, short vs long-term trade-offs, and resource prioritization.
  • Hands-on experience in technical model development and implementation, model validation, and/or model oversight in one or more of the following areas: credit risk (retail and/or wholesale), PD/LGD/EAD estimations, IFRS9, operational risk, asset & liability management, Economic Capital, stress testing, sensitivities, time series modelling.
  • Knowledge of relevant risk topics, including relevant regulations from PRA and ECB.
  • Proficiency in SAS & Excel. Knowledge of other standard analytics softwares like R, Python, SAS Viya, etc would be desirable.
  • Knowledge of banking business and associated risk management approaches sufficient to understand models in the context of the business.
  • Ability to communicate and influence on sophisticated issues, verbally and in writing (including model documentation), across all key partner groups.
  • Has ethics and integrity at the heart of every decision, and creates an environment that encourages high performance, openness, honesty, and integrity.
  • Numerate graduate degree (Level 6) or above from any reputed University.
  • Minimum 5 years of experience working in risk function either in model development or in model validation.