Save JobEmail job Back to Search Job Description Summary Similar JobsFocus on quantitative analysis of the ~ 500 models, to support risk frameworksNot model developmentAbout Our ClientLeading international bank based in the City of London, undergoing a large merger.Job DescriptionAs a Model Risk Analyst, you will:Design, develop, and maintain the framework around Policies and Procedures.Liaise with key internal stakeholdersMaking sure the model inventory is accurately maintained including validation timelines and appropriately summarised / escalated to the Model Risk Management CommitteeAssist the ongoing management of the Model Risk CommitteeParticipate on Operational Risk estimation, risk tolerance set up, stress testing calculations.Produce portfolio analytics covering capital contribution for both Economic Capital and Regulatory Capital.The Successful ApplicantTo be a successful Model Risk Analyst:Experience in credit risk analytics or quantitative research within financial services.Understanding Basel III and regulatory capital requirements for banking industryProven problem-solving skills using logical reasoning and analytical methodsWorking knowledge of SQL and other programming language (R, SAS, Python etc.)Excellent Excel and Access SkillsDegree in Finance, Mathematics, Economics, or EngineeringWhat's on OfferSitting in growth teamCompetitive salaryGreat benefitsContactPaige PhilipQuote job refJN-102023-6232465Phone number+44 207 645 1435Job summaryJob functionBanking & Financial ServicesSubsectorRisk ManagementSectorFinancial ServicesLocationCity of LondonContract typePermanentConsultant namePaige PhilipConsultant phone+44 207 645 1435Job referenceJN-102023-6232465