Job Description
Business Unit: Model Risk Management, IFRS9 and Stress Testing
Location: UK Hybrid – London HUB once per week
Contract Type: Permanent
We need a professional with strong technical skills to join our team.
Key Responsibilities
* Developing and maintaining credit stress testing models across Retail and Business portfolios, and across IRB and IFRS 9 modelling environments.
* Implementing changes to the SAS based Stress Testing Engines and associated analytical tools and Excel interfaces.
* Supporting delivery of first-class model documentation and recommendation papers to governance committees.
* Advocating the development and maintenance of model performance monitoring and annual reviews.
* Collaborating with credit risk modelling, finance and business teams for obtaining insights and feedback.
* Ensuring models comply with internal and external policies and regulations.
Requirements
* Extensive experience in model development for stress testing, ideally using SAS and R.
* In-depth knowledge of stress testing model development within an IFRS 9 and IRB environment.
* Proven ability to make timely and strategic decisions.
* Strong leadership skills and excellent communication skills.
Benefits
* Generous holidays - 38.5 days annual leave plus the option to buy more.
* Up to five extra paid well-being days per year.
* 20 weeks paid family leave for expectant parents and those looking to adopt.
* Market-leading pension.
* Free private medical cover, income protection and life assurance.
About Us
We are a full-service digital bank committed to making people happier about money.
We value diversity and inclusion and are committed to creating a workforce that reflects the rich diversity of our customers and communities.