IRB Risk Modelling Manager

Join us asan IRB Risk ModellingManager

• This is akey role where we'll look to you to lead the development andmaintenance of quantitative models used in the bank's riskframeworks
• You'll have the chance to supervisethe day-to-day operation of analysts in your team, giving depth andvariety to your development
• You'll be joining ateam with a collaborative culture in a fast paced and high profilerole

As an IRB Risk ModellingManager, you'll be integral in the design, development andmaintenance of effective and compliant IRB, IFRS 9, stress test anddecision support models and related analytics. You'll be leading ateam of highly technically skilled managers and model developers,making sure that you support their ongoing coaching anddevelopment.

You'll alsobe:

• Providing thebusiness and other stakeholders with advice and support on modeluse, model impact and modelimplementation
• Supporting regulatory engagementand internal governance in relation to risk models and modelframeworks
• Supporting the business throughdeveloping and maintaining risk and decision-supportmodels
• Providing actionable MI on all aspectsof model performance
• Assisting your teammanager with setting objectives for analytical resource andassessingperformance

We'relooking for someone with experience of working in a modellingfunction or a related quantitative function, part of which is froma retail or wholesale banking environment. You'll also be qualifiedto degree level in a numerate discipline with a background in datadriven analysis and statistical or mathematicalmodelling.

To be successful inthis role, you'll alsoneed:

• Experience ofthe development and practical application of credit risk models,including scoring and model monitoring, with a strong preference inIRB
• Extensive banking and financial servicesexperience
• Strong coding skills with Python,PySpark, with AWS being preferred as well as experience of workingwith very large data sets
• A broad background ofrisk systems, methodologies and processes in a retail or wholesalebank environment
• Strong project managementskills and the ability to work well as part of a team, sharingideas and learning from others
• The ability totranslate complex and statistical techniques into simple, easilyunderstood concepts
• Excellent problem solvingskills and the ability to identify alternativesolutions