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Senior Treasury IRB Model Review (Contractor)

We have been appointed to manage the Treasury department recruitment campaign for one of the UK’s top high impact Banks. The latest phase of this will see us offer a series of fixed term / day rate contract roles to market. This particular role will focus on the review of the Bank’s IRB model to ensure compliance with key regulations. Hybrid working available - You can use various UK office locations(including London) from which to fulfil your two day a week office attendance requirement

Role Description

  • Complete an attestation against relevant regulation for our IRB model
  • Review last year’s attestation of the IRB model and create plans for bringing up to compliant
  • Prepare the Treasury model risk team for internal second line reviews of the model
  • Horizon scan the CRR and Basel 3.1 regulatory announcements to help anticipate where actions need to be taken to ensure compliance in the future

Role Requirements

  • A background in regulatory compliance (CRR/Basel 3.1)
  • Experience checking that the business is compliant to a set of regulations, and undertaking gap analyses with a focus on the IRB model aspect of the regulations would be good
  • Background in model risk oversight. Checking models against a set of standards and raising actions where they see issues/shortfalls
  • Some experience of working with models is desirable

Application for:

Senior Treasury IRB Model Review (Contractor)

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