Your role is responsible for the development, enhancement and governance of Impairment and Capital Forecasting models, Econometric Modelling and Stress Testing methodologies under the Basel II regulations for the Retail bank division and to develop industry leading Retail Credit Risk modelling and forecasting solutions.

You will be an active member of a Modelling and Analytics team ensuring that Retail Decision Sciences develops industry leading credit risk modelling and forecasting methodologies. You must be able to communicate and work with business stakeholders to build appropriate plans and to deliver against these plans and support Analysts in the team, and Decision Sciences Management in the development of wider initiatives across the team.

This position will suit a well motivated and result-driven self-starter who can effectively work with others across different areas to deliver high quality solutions in a timely manner.

Knowledge, skills and experience required:

A good degree (2:1 minimum) in a quantitative discipline (maths, statistics, operational research, economics), preferably at a postgraduate level.
Strong analytical and information technology skills, with experience in using SAS (SAS/BASE, SAS/STAT, SAS/ETS, SAS/IML), SAS macro programming, SQL programming and advanced Excel skills. The role holder will also demonstrate the ability to learn new IT and modelling skills (e.g. VBA, .NET, R, Eviews).
2-5 years experience within financial services/banking.
Previous experience in Retail banking, consumer finance sector with at least 3 years’ experience in the development of risk models in Retail Banking; knowledge of Basel II would be a clear advantage.
Good knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment (e.g. Markov chains, impairment models, time-series modelling, Stress Testing models, impairment and capital forecasting, etc.).
Experienced in the extraction and manipulation of large data sets in order to support model developments.
Proven ability to work without the need for close supervision, and in a team environment, supporting other team players as well as guiding others where needed while showing empathy.
Good communication (both written and verbal) skills.
Good planning/organising skills.
A high level of creativity, drive, innovation and initiative, with good time management skills.
A natural ability with numbers, with the ability to work quickly and at a high level of detail and accuracy.

Your role is responsible for the development, enhancement and governance of Impairment and Capital Forecasting models, Econometric Modelling and Stress Testing methodologies under the Basel II regulations for the Retail bank division and to develop industry leading Retail Credit Risk modelling and forecasting solutions.

You will be an active member of a Modelling and Analytics team ensuring that Retail Decision Sciences develops industry leading credit risk modelling and forecasting methodologies. You must be able to communicate and work with business stakeholders to build appropriate plans and to deliver against these plans and support Analysts in the team, and Decision Sciences Management in the development of wider initiatives across the team.

This position will suit a well motivated and result-driven self-starter who can effectively work with others across different areas to deliver high quality solutions in a timely manner.

Knowledge, skills and experience required:

A good degree (2:1 minimum) in a quantitative discipline (maths, statistics, operational research, economics), preferably at a postgraduate level.
Strong analytical and information technology skills, with experience in using SAS (SAS/BASE, SAS/STAT, SAS/ETS, SAS/IML), SAS macro programming, SQL programming and advanced Excel skills. The role holder will also demonstrate the ability to learn new IT and modelling skills (e.g. VBA, .NET, R, Eviews).
2-5 years experience within financial services/banking.
Previous experience in Retail banking, consumer finance sector with at least 3 years’ experience in the development of risk models in Retail Banking; knowledge of Basel II would be a clear advantage.
Good knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment (e.g. Markov chains, impairment models, time-series modelling, Stress Testing models, impairment and capital forecasting, etc.).
Experienced in the extraction and manipulation of large data sets in order to support model developments.
Proven ability to work without the need for close supervision, and in a team environment, supporting other team players as well as guiding others where needed while showing empathy.
Good communication (both written and verbal) skills.
Good planning/organising skills.
A high level of creativity, drive, innovation and initiative, with good time management skills.
A natural ability with numbers, with the ability to work quickly and at a high level of detail and accuracy.

A generous basic salary plus benefits package.