If you are looking for an opportunity to work in the Front Office within Quant Analytics and be part of a team that are driving the Model Governance agenda on behalf of a well known bank, than this opportunity will certainly be of interest to you.
The successful candidate will engage with stakeholders across the business, control functions, audit and regulators to set the model governance agenda. The purpose of this role is to build out processes, methodologies and a toolset to create a proactive model governance framework.
Work in a Front Office team, within Quantitative Analytics, that drives the Model Governance agenda.
Work on projects to build tools /automate processes to support proactive and effective model governance.
Support BAU activities including production of accurate model management information, controls and governance committee packs.
Support the effective operation of the Front Office Model Risk Committee.
Assist Quant team leads in running of the individual asset level governance committees.
Help to ensure that all models - end-of-day valuation models, intraday decision-making models, eTrading models - are well governed and compliant with all mandatory procedures, policies and regulations.
Interact with Trading, Market Risk, Model Risk, Finance and Group Model Governance to ensure effective control and assessment of model risk.
Maintain relevant procedures, standards and policies in line with RBS polices and regulatory obligations.
Provide necessary support during model governance annual audit and/ or regulatory assessment.
Experience and Qualifications:
Some previous experience within a quant / model risk or model governance role is desirable.
Proven ability to complete projects and maintain good attention to detail while working to tight timeframes.
Some understanding of the current regulatory environment desirable.
Good Microsoft Office skills.
Programming ability desirable e.g. in VBA, Python but not essential
Some knowledge in derivative products, quantitative modelling or eTrading.
Excellent communication and interpersonal skills.
Internal Number: 5853164
About Charles Levick
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