IRB Risk Modelling Manager
Join us as an IRB Risk Modelling ManagerThis is a key role where well look to you to lead the development and maintenance of quantitative models used in the banks risk frameworksYoull have the chance to supervise the day-to-day operation of analysts in your team, giving depth and variety to your developmentYoull be joining a team with a collaborative culture in a fast paced and high profile role What youll do As an IRB Risk Modelling Manager, youll be integral in the design, development and maintenance of effective and compliant IRB, IFRS 9, stress test and decision support models and related analytics.
Youll be leading a team of highly technically skilled managers and model developers, making sure that you support their ongoing coaching and development.Youll also be:Providing the business and other stakeholders with advice and support on model use, model impact and model implementationSupporting regulatory engagement and internal governance in relation to risk models and model frameworksSupporting the business through developing and maintaining risk and decision-support modelsProviding actionable MI on all aspects of model performanceAssisting your team manager with setting objectives for analytical resource and assessing performance The skills youll need Were 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.
Youll 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, youll also need:Experience of the development and practical application of credit risk models, including scoring and model monitoring, with a strong preference in IRBExtensive banking and financial services experienceStrong coding skills with Python, PySpark, with AWS being preferred as well as experience of working with very large data setsA broad background of risk systems, methodologies and processes in a retail or wholesale bank environmentStrong project management skills and the ability to work well as part of a team, sharing ideas and learning from othersThe ability to translate complex and statistical techniques into simple, easily understood conceptsExcellent problem solving skills and the ability to identify alternative solutions