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In this role, you'll develop and maintain compliant and fit-for-purpose models used in the organisation's risk frameworks
You'll deliver analytics and performance MI relating to these models, and for the development of new and enhanced approaches in support of improved business and customer outcomes
Hone your risk and data analysis skillset and advance your career in this fast paced and varied role with a continuing focus on your personal development
What you'll do
We'll look to you to support regulatory engagement in relation to risk models and model frameworks, as well as managing and developing highly technically skilled colleagues, including coaching on model and methodology, best practices definition, the delivery of senior management ready material and subject matter expert engagement.
On top of this, you'll be:
Developing and maintaining effective statistical risk models and related analytics
Providing well documented models that meet our standards and requirements
Delivering all milestones to within agreed dates, budget and quality standards
Delivering clear and well presented analysis
Providing actionable management information on all aspects of model performance
Working effectively with other risk functions, the customer franchises and broader functions so that the model suite is integrated with other activities to ensure an effective and efficient delivery
The skills you'll need
To be successful in this role, you'll need experience of working in a modelling function or a related quantitative function, part of which being in a banking environment. You'll also need to be educated to a degree level in a numerate discipline, with experience in data driven analysis and statistical or mathematical modelling.
As well as the ability to translate complex and statistical techniques into simple, easily understood concepts, you'll also demonstrate experience in the development and practical application of risk models, including scoring and model monitoring.
It would also be beneficial for you to have a degree in a highly numerate subject such as maths, physics or engineering.
You'll also bring:
Experience in traded risk modelling, in particular for Counterparty Credit Risk and Market Risk, and a familiarity with concepts such as PFE/EPE, CVA, and CSA, VaR
Knowledge of modelling dynamics of risk factors across asset classes, in particular, Rate, Currency, Credit and product pricing
To be comfortable using some modern programming languages
Experience of dealing with Regulatory requirement, model governance process and internal model validators and auditors
A background in risk systems, methodologies and processes in a banking environment
Experience of using programming languages, ideally on large datasets in a mainframe or server environment
A proven ability to plan and organise your own workload to deliver in a challenging environment
An understanding of statistical techniques, credit reference data, and system toolsets, including how they are applied appropriately for the benefit of the organisation and its customers
Knowledge of databases, risk systems and the interface with other banking systems