This Head of Credit Risk Modelling is a newly created role which will be responsible for the ongoing approval and management of the credit risk model. As well as this you will help build a team beneath you that will manage the development, calibration and methodology of the model.
Your main duties will include:
- Overseeing and reviewing the performance and appropriateness of the approved credit risk model
- Oversee 1st line validation
- Request changes that will make the model more efficient and effective
- Above all ensuring the model continues to be integrated across the wider business with your key stakeholders including the CRO, CFO, CIA and Chief Actuary
- Manage the day to day running of the team including staff management and performance
This is a unique opportunity to build and direct a team while having a clear voice at the board table - you will be in a prime position to implement change and influence key stakeholders across the business.
This role would suit an experienced qualified actuary with excellent stakeholder management skills. Someone with a deep understanding of SII, credit risk and modelling methods and a proven track record in managing a team.
On offer is a competitive salary with excellent benefits.