Director, - Risk Modelling, Validation, and Stress Testing

Overview

Director – Risk Modelling, Validation, and Stress Testing manages a team of quantitative risk analytics professionals. The job holder directs measurement, monitoring, modelling, and management of the Bank’s market and liquidity risk, assessment of economic capital, development of risk analysis, develops and maintains the ECL model, including engagement with the external auditors on the approach/methodology, compliance with IFRS 9, and stress-testing to support key business decisions. Individual will provide oversight of the risk system architecture, limit compliance and development, maintenance and validation of market risk, credit risk, and economic capital model infrastructure via line management of a distinct model validation team.

This is a 4 year term appointment.

Responsibilities

• Provides leadership and vision to the team and is responsible for all aspects of managing, supporting and developing the team to deliver the team strategy...