Job Description

212201644
£500 - £575/day
13-Jul-2020
 

CONTRACT/REMOTE - Quantitative Model Documentation

The role is paying £575pd PAYE - 6 months contract - remote/london based.

The role will be based remote, with onsite work being dependent on future advice given out by the government.

The role will be as follows

Managing and executing the review and edit model documentation to ensure the models story is presented in an understandable and consistent way to meet Senior Management and 3rd party expectations
Production of high quality, comprehensive, consistent and coherent model documentation in support of regulatory submission and approval
Acting as a Technical Authoring expert across Wholesale Credit model risk landscape
Drawing the requisite information from model developers/ owners and translating complex methodologies into high quality easily digestible documentation
Management of an iterative documentation review, challenge and approval process across multiple model documentation initiatives simultaneously
Ensuring best practice standards adhered for all model risk documentation
Knowledge Required

Excellent understanding of Wholesale Credit Risk quantitative modelling methodologies and best practice techniques
Very strong knowledge of the external environment - regulatory, political, competitors etc.
Business analysis, requirements gathering and design techniques
Experience Required

Strong quantitative modelling background
Strong (5+ years) Wholesale Credit technical documentation authoring experience
Strong stakeholder management/ interpersonal skills
Demonstrable ability to translate complex modelling techniques into high quality, coherent documentation appropriate for a diverse technical/ non-technical audience
Understanding of relevant regulatory requirements in respect to Wholesale Credit quantitative modelling
Strong experience in a process orientated project environment; ability to work as part of a tightly focussed project delivery team
If you would like to go forward, please send an up to date CV and confirm you happy to progress with the role. I will call back if you're skill set matches the requirements.

Please click to find out more about our Key Information Documents. Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen and your placement.

To find out more about Huxley, please visit

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC(phone number removed) England and Wales