Offer summary

Qualifications:

Substantial experience in business banking modelling and understanding of the business banking life cycle., Significant experience in Banking and Risk Management, particularly in an IRB bank., Exceptional understanding of credit risk scoring techniques and principles., Strong communication skills to convey complex messages clearly across the organization..

Key responsabilities:

Managing multiple complex model development projects and analyses.

Ensuring model performance is understood and identifying enhancements.

Providing subject matter expertise on modelling and acting as a consultant for stakeholders.

Deputising for the Senior Data Science Manager at senior stakeholder meetings.

Job description

Business Unit: IRB, Scorecards & Non-Financial Risk (IS&N)

Our team

Our Risk department provide us with a fool proof framework to make decisions that we know will keep our customers and investors money safe. They are always safeguarding our bank from an array of risks that could pop up at any moment. As part of the Business Lending & Current Account IRB & Scorecards team youll help to secure the foundations of our business decisions by providing quantitative and qualitative analysis across our model suite, providing solutions support the acquisition of new business, risk-based account management and manage capital across the banks lending portfolios.

What youll be doing

Managing multiple complex model development projects and analyses; delivering the scoping, design, development, validation and implementation of models, in line with Bank standards and regulatory compliance requirements
Taking ownership and responsibility for ensuring the performance of models are understood and identifying model enhancements
Adding value to discussions to ensure appropriate and insightful end to end current and emerging model risks are captured through the governance framework.
Developing and remediating the Business Lending & Current Account IRB & Scorecards model landscape to ensure effective risk management and capital allocation.
Providing subject matter expertise on modelling, model use and management on all bank projects.
Deputising for the Senior Data Science Manager at senior stakeholder and committee meetings.
Acting as a business banking modelling consultant for the team and associated stakeholders.

We need you to have
Substantial experience in business banking modelling including a detailed understanding of the business banking life cycle and associated regulations.
Significant experience in Banking and Risk Management, ideally in an IRB bank, including leading model developments.
Exceptional understanding of the techniques, principles and applications of credit risk scoring
An analytical mind set and logical approach to problem solving allowing for the understanding and resolution of complex issues.
Experience in an environment that drives strong commercial understanding and utilises the interpretation of complex data collation and analysis to identify effective data and systems capabilities.
Strong communication skills with the ability to tell a compelling story, persuade, influence and communicate complex messages clearly to all levels across the organisation.
The proven ability to lead project teams and demonstrate a track record of success in model and scorecard development, ensuring projects are delivered on schedule and to the required standard.

Its a bonus if you have but not essential

Detailed knowledge of IRB and regulations (CRR, CRD IV, SS11/13), experience in dealing with the Regulator and facilitating the annual attestation.
Knowledge of established and emerging industry practice (e.g Stress Testing and Economic Capital)
Advanced knowledge of time management, people leadership and resource utilisation

Required profile