• Anywhere


Lucy Adam

This is a fantastic opportunity to[ join a leading bank in a VP level Modelling Manager role, with model scope including impairment, regulatory capital, stress testing, credit decisioning (e.g. underwriting) and risk -reward models.

What will you be doing?
• Working with stakeholders across functions, driving value by developing innovative modelling and analytical solutions for credit risk management
• Developing best-in-class models for use in the retail lending business, specifically for the market-leading card portfolio
• Providing the business with insights and recommendations for model, strategy and process improvement
• Ensuring that all models are compliant with internal and external requirements, including documentation standards
• Providing insights and recommendations for model, strategy and process improvement
• Being responsible for research of statistical techniques and industry best practice for models
• Liaising with systems/ infrastructure teams to user -test and implement models successfully
• Working closely with the QA Monitoring function to ensure that model performance is appropriately tracked and assessed

What we’re looking for:
• Extensive experience in statistical model development, including Basel capital and IFRS9 impairment models, with a track record of successful delivery
• Up-to-date working knowledge of regulatory requirements relevant to UK retail credit risk models
• Full proficiency in advanced SAS programming and Excel manipulation

Skills that will help you in the role:
• Experience and familiarity with industry-standard retail credit risk capital modelling techniques
• Proficiency in analytical programming in Python and familiarity with devops tools such as Git

Please get in touch for more information!

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