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 were 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!