Leadership of global team of technical/ quantitative risk model Technical Authors and Standards and Control Managers in respect to:
- Enhancement and oversight of the model risk control framework spanning c500 Wholesale Credit, Traded Risk models. Embedding of credible challenge and controls into governance frameworks.
- Establishment of frameworks, procedures and standards covering the end to end model development and model management lifecycle ensuring regulatory and model risk FIM compliance. Rolling out of training and resources to support implementation.
- Introduction of procedures and standards covering 3LoD and regulatory issue management. Undertaking a remediation of 3LOD and regulatory issues and quality assurance of BAU processes.
- Leading large-scale remediation programmes in response to regulatory and external third-party findings, fulfilling PRA requests.
- Leading large-scale change initiatives driven by internal policy and ways of working enhancements.
- Model inventory coordinator for GRA Wholesale Credit Risk model portfolio responsible for completeness and accuracy.
- Construct of Technical Author team in delivery of high-quality model documentation and model application summaries in support of Internal Ratings Based (IRB), Internal Models Approach (IMA) and Internal Model Method (IMM) regulatory model submissions.
- Management, tracking and reporting to Wholesale Credit and Markets Risk model oversight forums of key model risk metrics. Implementation of a process for risk acceptance of models leading to a reduction in levels of known and unknown risk.
- Peer review of Climate Risk model documentation 