Quantitative Modeller - Wholesale Stress Testing
City of London, London, United Kingdom
Hybrid / WFH Options
Hybrid / WFH Options
Essential Consulting
provide additional capacity to remediate findings The existing models need to be made more sensitive; the role will involve modelling and tweaking the Group model and looking at scenario probability Documentation is really key as the German regulators place a greater emphasis on documentation and justification The banks customer … is required as these are wholesale models (not retail) The emphasis is more on modelling skills, although as the models will then go to model validation it may be helpful to have an awareness of the validation process Strong documentation/BA type skills in addition to More ❯
Employment Type: Contract, Work From Home
Posted: