European Bank for Reconstruction & Development Purpose of Job Director – Risk Modelling, Validation, and Stress... direction to the development of the Bank's economic capital modelling, stress testing, credit modelling, as well as market risk...
- Risk Modelling, Validation, and Stress Testing manages a team of quantitative risk analytics professionals The job holder... testing, credit modelling, as well as market risk and liquidity risk model-based assessment. This includes the ECL model...
stress testing / scenario analyses, Credit Risk ICAAP Pillar 2A/2B models. This team is also responsible for producing the..., credit risk models etc.). Support delivery of enhancement to ICAAP stress testing P2A and P2B models. Work with internal...
models - this includes stress testing / scenario analyses, Credit Risk ICAAP Pillar 2A and 2B models. This team... models in particular ICAAP P2A and P2B stress testing models and feedback into development of other Risk Measurement models...
models - this includes stress testing / scenario analyses, Credit Risk ICAAP Pillar 2A and 2B models. This team... models in particular ICAAP P2A and P2B stress testing models and feedback into development of other Risk Measurement models...
models - this includes stress testing / scenario analyses, Credit Risk ICAAP Pillar 2A and 2B models. This team... models in particular ICAAP P2A and P2B stress testing models and feedback into development of other Risk Measurement models...
models - this includes stress testing / scenario analyses, Credit Risk ICAAP Pillar 2A and 2B models. This team... models in particular ICAAP P2A and P2B stress testing models and feedback into development of other Risk Measurement models...
stress testing / scenario analyses, Credit Risk ICAAP Pillar 2A/2B models. This team is also responsible for producing the..., credit risk models etc.). Support delivery of enhancement to ICAAP stress testing P2A and P2B models. Work with internal...
stress testing models and feedback into development of other Risk Measurement models including impairment actuals... enhancements and take modelling changes through independent model validation. Work with Data team to ensure delivery of Risk...
Policy and Liquidity Stress Testing is conducted on a regular basis Ensure that all liquidity requirements are escalated... growth journey to become the UK’s most loved retirement expert. About the role We are looking for a Director...