- Ideally previously involved in successful regulatory submissions (Successful ECB submission is a plus).
- Ability to lead, manage and successfully deliver projects within the agreed time scale, in liaison with all relevant stakeholders: model owners, credit, business, IT, senior management and regulators.
- Clear and demonstrable familiarity with key risk measures such as CVA, EPE, PFE.
- Minimum Masters level in Math/Computer Science/Engineering discipline
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