Risk Modelling Manager

Join us as a Risk Modelling Manager

• We're looking for someone to lead the development and maintenance of quantitative models used in the bank's risk frameworks
• You'll have the chance to supervise the day-to-day operation of analysts in your team, giving depth and variety to your development
• This is an opportunity to interact with different credit risk areas, like IFRS9 and Stress test, and to interact with various stakeholders independently

What you'll do

As a Risk Modelling Manager, you'll be integral in the design, development and maintenance of effective and compliant statistical risk and decision support models and related analytics.

You'll be leading a team of highly technically skilled managers and model developers, making sure that you support their ongoing coaching and development.

You'll also be:

• Providing the business and other stakeholders with advice and support on model use, model impact and model implementation
• Supporting regulatory engagement and internal governance in relation to risk models and model frameworks
• Supporting the business through developing and maintaining risk and decision-support models
• Providing actionable MI on all aspects of model performance
• Assisting your team manager with setting objectives for analytical resource and assessing performance

The skills you'll need

We're looking for someone with strong experience in end-to-end model development in various credit risk components. You'll also have basic python, PD/LGD/EAD's and statistical concepts knowledge.

You'll be qualified to degree level in a numerate discipline with a background in data-driven analysis and statistical or mathematical modelling. Advanced python skills and IFRS9 experience would also be advantageous.

To be successful in this role, you'll also need:

• Experience of the development and practical application of risk models, including scoring and model monitoring
• Extensive banking and financial services experience
• A broad background of risk systems, methodologies and processes in a retail or wholesale bank environment
• Good project management skills and the ability to work well as part of a team, sharing ideas and learning from others
• The ability to translate complex and statistical techniques into simple, easily understood concepts
• Excellent problem solving skills and the ability to identify alternative solutions