Our client, an established bank, is looking to recruit a Model Execution Lead within their London office, with hybrid working. The role holder will assist in model implementation, execution and monitoring using SAS, Axiom and R. This role will cover both BAU model implementation, execution and monitoring activities and project work on the IRB Programme.


Role Responsibilities:

  • Recognising data issues, analysing trends and suggesting solutions to challenges in the model implementation and execution process
  • Providing analytical support in model execution outputs and providing further assurance for model output review and approval
  • Translating model development code to model execution code from SAS and R for strategic model execution in Axiom
  • Translating models to R code
  • Ensuring that model execution documentation is up to date
  • Participating in the UAT for model execution components and managing model execution releases
  • Ongoing model monitoring and maintenance of A-IRB models in order to ensure they remain robust and fit for purpose throughout the model lifecycle


Qualifications and Experience Required:

  • Educated to degree level or equivalent, with knowledge of statistical and analytical techniques.
  • Strong coding skills – specifically in SAS, SQL and R
  • Previous experience in creating functional specifications, technical and business documentation
  • Strong understanding of Credit Risk data
  • Understanding of modern risk management techniques and the use of risk models within such an environment
  • Experience with Credit Risk Model Development or Implementation projects / programmes