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Join us as an IRB Risk Modelling Manager

This is a key role where we’ll look to you 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

You'll be joining a team with a collaborative culture in a fast paced and high profile role

What you'll do

As an IRB Risk Modelling Manager, you’ll be integral in the design, development and maintenance of effective and compliant IRB, IFRS 9, stress test 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 experience of working in a modelling function or a related quantitative function, part of which is from a retail or wholesale banking environment. You’ll also be qualified to degree level in a numerate discipline with a background in data driven analysis and statistical or mathematical modelling.

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

Experience of the development and practical application of credit risk models, including scoring and model monitoring, with a strong preference in IRB

Extensive banking and financial services experience

Strong coding skills with Python, PySpark, with AWS being preferred as well as experience of working with very large data sets

A broad background of risk systems, methodologies and processes in a retail or wholesale bank environment

Strong 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