Director, Risk Models - Global Risk Analytics

Job Description

What is the Opportunity?As part of the Group Risk Management team, the Director, Risk Models - Global Risk Analytics leads a team which is responsible for the conceptual design, development, and ongoing maintenance of the mathematical models used in regulatory stress testing and capital adequacy assessments from a trading and market risk perspective.This includes ensuring that the model's underlying methodologies are appropriate and that they are implemented with integrity, to facilitate the effective management of the bank's capital adequacy assessment under stress scenarios.What will you do?

Work with model users to understand their business requirements.

Conduct research, review regulatory requirements and consult with industry stakeholders to evaluate best practices for modeling.

Make recommendations on model methodologies, and develop technical implementation, either for production usage or to serve as a prototy...