Provide capital modelling support to the Capital & Performance Modelling (CPM) team. The role will be varied and require the support across a number of capital modelling workstreams.
- Location: London
- Category: Capital
- Type: Permanent
Key Duties (including but not limited to):
- Be part of the CPM team which focuses on gaining Internal Model approval with the National Bank of Belgium (NBB). This will involve supporting model use in managing the inflow of business requests, work towards resolving a number of outstanding validation actions, and helping to deliver larger projects such as regulatory capital submissions.
- Working in a team and carrying out regular reviews of the parameters feeding into the Internal Model, including parameterisation of risk types.
- Updating the model code in line with market practice.
- Assisting by preparing for, running the model, and feeding into the UK branch application to the PRA.
Minimum Requirements:
- 2:1 or above in a university degree with some mathematical content.
- Ideally, the jobholder will have some modelling experience.
- Previous use of Tyche and SQL Database management systems would be advantageous.
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