Job Description
Business Unit: Model Risk and Analytics
Salary range: up to £70,000 per annum DOE + red-hot benefits
Location: UK Hybrid, at one of our local HUBS
Contract type: Permanent
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Be the voice we need. Live a life more Virgin.
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Our Team
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The Model Risk and Analytics (MRA) team, work at the intersection of Data Science, Statistical Modelling and Economics, using data to support the business through model building or providing actionable insights from the data. As part of the IFRS9 and Stress Testing team, you’ll help secure the foundations of our business decisions by providing qualitative and quantitative analysis across our model suites.
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As a Risk Modelling Manager, you will lead a small team of modellers and data scientists to develop these models. The team’s focus is on the development, validation, management and monitoring of our models and providing first class support to our stakeholders across Risk and Finance.
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What you’ll be doing
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1. Leading the scoping, design, development and implementation of risk models in line with regulatory and Bank standard.
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2. Delivering optimised risk models for impairment calculation under different economic scenarios.
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3. Supporting Senior Managers in managing the ongoing performance o...