We have been awarded the “Most Loved Workplace”! At Metro Bank, people come first – our culture is all about bringing the best out in our colleagues, and making sure everyone feels valued, respected, seen and included. We strongly believe in a diverse and inclusive workplace and to find the very best person for the job, we always look across a wide range of diverse communities.
What you will do:
1. As a Modelling Analyst you will assist with the credit risk model development for the Bank. The team is responsible for the development and maintenance of our credit risk models and international financial reporting standards (IFRS9).
2. Supporting the Modelling team in developing new models and updating existing models for credit risk quantification.
3. Participating in the creation and maintenance of risk assessment frameworks.
4. Keeping up to date with the latest modelling techniques and regulatory guidelines.
5. Producing model monitoring on a regular basis for the applicable model suite.
6. Conducting annual model reviews on a regular basis.
7. Addressing any model related challenges raised by Internal Model Validation, Internal and External Audit.
8. Distribute all model monitoring, model reviews and model developments with the relevant business stakeholders.
9. Present all your work at the respective model governance committees to ensure all model related items remain within governance.
10. Take full ownership and presentation responsibility for the work you do and the models you develop, review and monitor.
And... we are a bank so risk is a part of everything we do. We love people who take responsibility, do the right thing for customers, colleagues and Metro Bank and have the ability to call out any concerns.
What you will need:
1. Understand the risks associated with your job and what that means for you, Metro Bank and all our stakeholders.
2. Ideally, you will have previous experience using SAS or similar statistical software, thus have basic programming knowledge.
3. Excellent Microsoft Office knowledge, particularly MS Excel.
4. Strong statistical and modelling knowledge, data mining and analytical skills.
5. Basic knowledge of credit risk regulatory frameworks, especially: PRA regulations (for IRB modelling) and IFRS 9 standards (for impairment modelling).
6. Knowledge of Commercial Banking products is desirable but not essential.
Our promise to you…
1. We will make sure that you are well-rewarded by providing you with a competitive salary, discretionary annual bonus, and a wide range of benefits, including generous holiday allowance, attractive pension scheme, healthcare, life assurance, and a number of colleague discounts!
2. We will give you the training to ensure you succeed in your role and plenty of internal opportunities to progress your career (around 40% of our recruitment comes from internal promotions!).
3. We are also all about balance so most of our jobs offer the opportunity for hybrid working built around your role and home life, wherever possible.
Diverse teams really are the best teams. We know that candidates (especially women, research tells us) may be put off applying for a job unless they can tick every box. We also know that ‘normal’ office hours aren’t always doable, and while we can’t accommodate every flexible working request we are happy to be asked. So if you are excited about working with us and think you can do much of what we are looking for but aren’t sure if you are 100% there yet… why not give it a whirl? Please note that sometimes we may close a job earlier for applications if we are inundated with amazing candidates.. Good luck!
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