Responsibilities of the role:
- Coordinating with the Counterparty Credit Risk function and the IMM Model owners.
- Providing expertise and advice on regulations.
- Assisting with the delivery of Model applications and ad-hoc submissions.
- Supporting Risk-led meetings with regulators and major
Requirements of the role:
- Strong understanding of counterparty credit risk models and risk management
- Knowledge of regulations, e.g. PRA regulated institution with Advanced CCR model approval
- Experienced in interpreting regulatory requirements
- Excellent written and verbal communication skills and ability to engage with external stakeholders
- Willing to be based in London.