Senior Financial Modelling Manager

Recruiter
Financial Services
Location
Leeds, United Kingdom
Salary
GBP500 - GBP600 per day + (umbrella rate)
Posted
10 May 2022
Closes
09 Jun 2022
Ref
14846671
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
A rapidly-growing bank

Description

The successful Senior Financial Modelling Manager will be responsible for:
  • Development of the Bank's economic capital modelling, stress testing, credit risk and liquidity risk modelling. This includes the ECL model and engagement with internal stakeholders and External Auditors to ensure their agreement as to the adequacy of IFRS 9 general provisions.
  • Model validation to ensure quality, consistency, and governance of financial risk models and data.
  • Responsible for design of relevant policies and procedures.
  • Development, coordination and delivery of financial risk management information and intelligence about developments and prospective financial risks and exposures in the portfolio and deliver these in a timely manner to Senior Management, Board, and auditors as required.
  • Development of the financial risk system architecture and reporting of financial risk data from the IT systems and financial risk management systems, the testing and validation of Financial Risk valuation models and the development of financial risk measurement methodologies.
  • Liaison with relevant Committees including AMOC.

Profile

The successful Senior Financial Modelling Manager:
  • Quantitative background (MSc degree in a quantitative subject)
  • Proven professional experience with financial model validation techniques and financial model risk management processes.
  • Banking experience
  • Advanced programming skills in Python / R / C# or other languages
  • Fast assessment of model features and carrying out comparison of model alternatives

Job Offer

The successful Senior Financial Modelling Manager will get:
  • A 6 month contract
  • Competitive umbrella day rate
  • Hybrid working