Head of Risk Modelling

Role Definition

Develop and deliver prototype risk models using latest leading edge techniques; research and develop new risk modelling techniques.

Specific detail

• Lead, develop and prototype new risk models using latest leading edge techniques and practices.
• Research new risk modelling techniques and lead and where feasible, develop prototype applications for risk modelling.
• Research, develop and deliver methods for more efficient (i.e. faster) ways of risk modelling computational processing.
• Develop and maintain links with academic areas of risk excellence (e.g. Edinburgh University – credit risk).
• Provide ad hoc technical expertise on risk model developments and reviews, when required.
• Present technical risk modelling papers both internally (e.g. at Group technical risk modelling fora) and externally (e.g. at courses).
• Lead and manage the Group Risk Modelling team, prioritising workflow and resource utilisation in order to deliver within agreed timescales.
• As a senior member of the wider Group Analytics & Risk Modelling management team, contribute to the leadership of the wider team and the development of Group level policies and standards.

Core Responsibilities

• Educated to degree level in a mathematical discipline and supplemented with a higher degree (e.g. PHD, MSc).
• Published risk papers in an academic environment or respected scientific journal.
• Outstanding quantitative and risk modelling skills.
• A working knowledge of risk data usage regulations.
• Proven knowledge and experience of computation processing speeds on different platforms / in different computing environments.
• Excellent technical relationship building skills.
• Highly developed team leadership skills.
• Working knowledge of how risk models fit in with business processes and policies, both tactically and strategically.
• Excellent oral, written and presentational communication skills (of technical matters only).

Job Code:

MS221474

Salary:

Circa £100k + Excellent Benefits

Employment Type:

Permanent

Location:

West Yorkshire

or call Simon Hockridge on
01422 379 004 (4 lines)