Financial Risk & Analytics Analyst (8 months)

Join us as aFinancial Risk & AnalyticsAnalyst

• We'relooking for an analyst to support our strategic objective to informbusiness risk and reward decisions using our riskmodels
• You'll be providing interpretation andguidance on regulatory requirements relating to riskmodels
• Gain valuable exposure and hone yourexpertise as you advance your career in this challengingrole
• This position is for an eight monthperiod

Whatyou'lldo

As aFinancial Risk & Analytics Analyst, you'll be developing andmaintaining compliant and fit-for-purpose models used in the bank'srisk management frameworks, including models that support automateddecision making, capital calculation, provisioning and stresstesting across allfranchises.

You'll alsobe:

• Buildinganalytics and models and integrating them into the analyticsplatform with cloud services
• Helping withregulatory engagement in relation to risk models and modelframeworks
• Supporting the business bydeveloping and maintaining risk models and decision support models,with a focus on improved effectiveness andefficiency
• Conducting testing, back testing,and results analysis of the modelsdeveloped
• Identifying opportunities forimprovement, both in terms of the models and measures produced, andthe approaches and processes used within theteam
• Working effectively with other riskfunctions, the customer franchises and broader functions so thatthe model suite is integrated with other activities, ensuringeffective and efficient delivery
• Writing modeldocumentations and making presentations to model stakeholdersacross management and modelrisk

Theskills you'llneed

We'relooking for someone with extensive experience in machine learningmodelling with strong financial knowledge and experience of workingin a modellingfunction.

You'll need to holda degree in a numerate discipline, with a track record in datadriven analysis and statistical and mathematicalmodelling.

You'll alsodemonstrate:

• Abackground of project management, working as part of a team andsharing learnings from others
• The ability totranslate complex and statistical techniques into simple, easilyunderstood concepts
• Experience of thedevelopment and practical application of risk models, includingscoring and model monitoring
• A background ofsuccessfully using and deploying new data sources, approaches andtools
• An understanding of statisticaltechniques, credit reference data, external agency data, creditsystems, and databasestoolsets