Quantitative Risk Director

Job Description What is the Opportunity? As part of the Group Risk Management team, the Director, Risk Models - Global Risk Analytics leads a team which is responsible for the conceptual design, development, and ongoing maintenance of the mathematical models used in regulatory stress testing and capital adequacy assessments from a trading and market risk perspective. This includes ensuring that the model's underlying methodologies are appropriate and that they are implemented with integrity, to facilitate the effective management of the bank's capital adequacy assessment under stress scenarios. What will you do? Work with model users to understand their business requirements.…