Description:
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Position: Risk Modelling Lead
Job ID: 40363
-Establish their network of stakeholders across relevant 1st line management teams to be able to identify, assess, report and escalate across a wide spectrum of financial risks
-Interact with colleagues internal to Risk Team on all financial risks and financial aspects to all risks
-Manage parts of risk appetite relating to financial risks
-Assist in the Stress Testing Framework and the development of stress scenarios/assumption settings in partnership between Risk Team and FP&A, Business Finance, and the Capital & Ratings Team.
-Quantify and filter risks identified by other parts of the Risk Team to translate into stress scenarios to enable measurement of the risks.
-Participate in wider Risk Team processes in the context of financial risk - including preparation of the ORSA (Own Risk and Solvency Assessment) Report, the Enterprise Risk Dashboard, and the Enterprise Risk Register
-Model Risk Management and Model Validation
-Lead the Model Risk Management (MRM) function
-Maintain model inventory and populate inventory including prioritization of models for validation
-Manage Risk Team’s role in model validation.
Qualifications:
-5+ years’ experience working in financial management or in analytical / audit role in financial management
-Knowledge and experience of components of Model Risk Management
-Modeling for Stress and Scenario testing Catastrophe modeling and reinsurance program design Portfolio Risk modeling
-ASA or FSA
-->SALARY: N/A
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