Opis stanowiska pracy
HRO Recruitment is a Human Resources service provider operating under number 6696. We are working as a recruitment provider searching on our Client's behalf for a person in the following role:
· The environment in which Risk Analytics, and model validation, operates is fast-developing owing to the regulatory pressure of Basel 3/CRD IV, accounting pressures of IFRS 9 which demands ever more comprehensive assessment of models, risk rating systems and measurement of model risk
· Expertise in highly technical areas (e.g. statistical analysis) is required as well as deep understanding of credit processes, and business products
· The ability to communicate technically detailed information simply and clearly so that stakeholders understand the impact upon them is essential
· Undertaking original research that helps in ensuring the bank’s leading position in risk analytics
· Delivery of model monitoring reports working closely with the wider GRA Team
· Automate the CCAR models developed by HNAH wholesale team
· Develop and implement CECL based stress testing framework
· Perform/support execution of stress testing for CCAR/DFAST/PRA/EBA exercise
· develop decks and documents for senior management, IMR, Audit, BRCM, and Regulators etc.
· Perform Quarterly BAU Stress testing for RMM and Risk Senior Management.
· Maintain and Manage existing STAT tool and infrastructure
· Work on migration of the tool to Cloud (PoC completed)
· Liaise with New Business growth enabling analytical framework to be developed in the tool (new initiatives)
· Respond on the adhoc requests for analysis/ reports from Business/Risk/Finance management
· Timely provide response to the regulatory questions during the CCAR exam.
· New initiative/ POC’s undertaken by the team, like including model monitoring and validation framework within the tool
HRO Personnel to dynamicznie rozwijający się dostawca usług w obszarze rekrutacji i... zarządzania zasobami ludzkimi. Świadczymy usługi rekrutacyjne na wszystkie szczeble zarządzania, pracy tymczasowej, outsourcingu kadrowo-płacowego oraz outsourcingu personelu. Naszym Klientom oferujemy rzetelną, profesjonalną rekrutację pracowników idealnie dopasowanych do potrzeb kadrowych firmy. Rozwiń