Senior Manager - Trade & Ops Risk Modelling
Core
Lead the development, enhancement, and implementation of Internal Model Methodology (IMM) frameworks for Counterparty Credit Risk to support regulatory capital calculations and PRA submissions.
Role type
Senior Manager, quantitative risk modelling (Counterparty Credit Risk)
Builds
Regulatory capital models and IMM frameworks for Counterparty Credit Risk
Domain
Banking / Financial Risk / Regulatory Compliance
Deliverable
production ML models | dashboards & analysis
Required skills
Internal Model Method (IMM) development, Counterparty Credit Risk modelling, Basel regulations, Monte Carlo simulation, exposure modelling, Python, derivative products knowledge, model governance
Preferred skills
Regulatory approval activities, model validation interaction, automation, stakeholder influence
Technologies
Python
Responsibilities
Lead IMM methodology development for Counterparty Credit Risk, deliver quantitative analysis for regulatory submissions, engage with Model Validation and Audit stakeholders, produce technical documentation and governance artefacts, support model performance monitoring and backtesting, mentor junior colleagues
Seniority
Senior Manager, strategic leadership with hands-on modelling
