auditor London, England
Job description
Senior Manager Modelling Audit
Location: London, Untied Kingdom
Salary:  £110K - £115K + benefits & bonus
A great opportunity for an Senior Modelling Audit Manager to join the Modelling team of a leading Banking Organisation based in London !
As a Actuarial Audit Manager you will be responsible for:
Leading complex Audits focused on the methodologies and assumptions of models across, Market Risk, Credit Risk and Counterparty Credit Risk.
Collaborating and building relationships with stakeholders across multiple business areas to ensure effectiveness.
Adding value to the organisation by embracing continuous improvement and supporting change initiatives
Motivating, developing, and collaborating to increase performance
Ideally, you will have the following experience:
Analysis and modelling of market and credit risk, Value at Risk (VaR) and generic risk measures such as Greeks and stress testing;
Other banking capital modelling techniques including concentration risk, interest rate risk in the Banking Book, modelling of risk in pension schemes;
Requirements thereof (PD, LGD & EAD), credit provision modelling techniques;
Skills within statistical analysis and qualitative techniques for developing and validating models
Skills within Credit risk modelling, regression based models, retail credit risk scorecards.
What is this position will offer you:
Competitive base salary between £110K - £115K
Industry leading benefits package
30 days holiday (excluding public holidays)
A great company culture which is focused on growth and devlopment
Apply now, to find out more !
