Senior Treasury IRB Model Review (Contractor)

Empirical Search · United Kingdom, United Kingdom, United Kingdom

Location

United Kingdom

Job Type

Interim

Posted

June 27, 2026

Job Description

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

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