Contract - 6 Months
Candidates must have IFRS9 experience.
What you'll do
In this key role, you'll design, develop and maintain effective and compliant statistical risk and decision support models and related analytics. We'll look to you to deliver analytics and performance MI relating to risk models and for the development of new and enhanced approaches, in support of improved business and customer outcomes.
Your responsibilities will include:
· Developing and maintaining compliant and fit for purpose Retail IFRS 9 and Stress Testing models used in the risk framework
· Providing 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 insight through analysis and communicating this effectively to our stakeholders
The skills you'll need
You'll already have experience of working in a modelling function or some related quantitative function, part of which will have been in a retail or wholesale banking environment. We'll expect you to be qualified to degree level in a numerate discipline with experience in data driven analysis and statistical or mathematical modelling.
In addition, you'll need good IFRS 9 modelling experience. You'll also need coding experience in Python, from a data processing and statistical modelling perspective, and SQL or SAS.
You'll also need:
· Experience working in an Agile project environment with the ability to manage your own workload
· Broad experience of risk systems, methodologies and processes in a retail
· Extensive banking or financial services experience
· Strong project management skills and the ability to work as part of a team, sharing ideas and learning from others
· Strong problem solving skills, with the ability to simplify and rationalise complex concepts
· Cloud environment
· Stress testing
· Great stakeholder engagement
· Working with large data sets