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OneSavings Bank Plc
,
London, Greater London
Model Execution, Monitoring and Reporting Manager
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Job Type: Full-time |
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Overview
CCFS are proud to be identified as one of 'THE SUNDAY TIMES UK's BEST PLACES TO WORK' for 4 consecutive years running. We are dedicated to diversity in the workplace and we are committed to a policy of treating all our employees equally. Through our values, Respect Excellence Attention Challenge Honesty we have created a culture where all employees are valued, respected and opinions count. We believe in great teamwork and work life balance is appreciated and genuinely matters. OneSavings Bank acquired Charter Court Financial Services Group Plc (CCFS) and its subsidiary businesses on 4 October 2019 Do you have advanced mathematical, modelling and quantitative analysis skills? Are you extensively skilled I the use of software and data management solutions consistent with credit risk model build and development (WPS, SAS, SQL, R)? We have an exciting opportunity for an experienced Manager to be accountable directly to the Head of Models and Ratings for the design and build of the execution process for Basel, PRA and International Accounting Standards ('IAS') Board compliant IRB and IFRS9 models. Leading a Models and Rating team you will be focussed on the execution, reporting and maintenance of models and ratings systems, specifically concerning the regulatory compliant rating systems. Your responsibilities will include: Leading the production of Internal Capital Adequacy Assessment Process ('ICAAP') Credit Risk assessment, Support the wider implementation and embedding of such models across the organisation and provide expert assistance to ensure practical use, application and documentation and proof of the same Ensuring the organisation obtains and maintains its IRB status and IFRS9 compliance, Through model execution, reporting and analytics, support an informed view of the credit profile of the bank, potential impairments ad support the stress testing of the same, Leading the design and build of ICAAP, IRB and IFRS9 system, Oversee components of the overall model design, specifically technical design and IT related material and components and adopt responsibility for proper documentation, Assist with managing the relationship with auditors and supporting any audit of models and the associated model lifecycle, specifically supporting in the model performance monitoring. You will have previously worked within a financial services or risk environment and hold the following key skills: Experience of working closely with executive and board committees, Writing and presenting effective material, Proven experience of IFRS9 and IRB Regulatory framework, requirements and application across a business, Managed a team of coding experts, quantitative analysts and data experts, Knowledge of how to build, test, monitor and validate ongoing IRB models and associated statistical techniques.