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Lead on scoping, design, development and implementation of Credit Risk models (Retail and Non-Retail) and other analytical solutions to support decision making, impairment and capital calculations across the Bank's portfolios
Apply advanced statistical/technical methods in the development of new models/initiatives, championing best practice, and challenging other analysts' work
Liaise with other quantitative analysts within the Group to ensure that local solutions are consistent with any existing group approach
Ensure all models are monitored correctly and perform regular reviews aligned to policy on performance; communicate clearly and effectively model performance to senior stakeholders and drive forward any necessary actions
What you will need
Previous experience building credit risk models, including knowledge of regulation, estimation and validation techniques relevant to compliance with IRB modelling.
Degree educated or equivalent in a numerate discipline.
Strong analytical and problem solving skills.
Advanced computer literacy, in particular SAS.
Proven ability in model development and detailed knowledge of business strategies and banking products would be beneficial
If you believe you fit the requirements for the role, please email me at email@example.com.
All information will be kept strictly confidential. We regret to inform that only successful applicants will be contacted.