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Quantitative Analytics Manager
2 months ago
Join our community.
This is an exciting opportunity within our Risk department for a Quantitative Analytics Manager in the Retail IRB Modelling team.
This high-profile role will be part of the team responsible for the development and maintenance of the Retail IRB models. The successful candidate will help to ensure that IRB developments are focussed on the strategic needs of the businesses as well as the latest regulations and internal standards.
The role:
- Working as part of a team of quantitative modellers and helping manage the development of models to ensure the strategic IRB requirements are met, with high quality documentation and to agreed timelines
- Working with internal stakeholders on the planning, building, validation, approval, implementation, and use of the models built
- Helping with model assurance to ensure the models remain effective and accurate
- Being a subject matter expert for retail IRB models
- Being responsible for line management responsibilities for technical analysts
The candidate:
- Work experience with Basel IRB modelling requirements, regulations, and proven track record of Credit Risk modelling (IRB/IFRS9) with working experience in technical teams and senior stakeholders
- Excellent quantitative and analytical ability along with experience in relevant mathematical approaches, advanced computer literacy, in particular coding language (SAS, Python or R) and degree level in a highly numerate subject, or equivalent
- Advanced knowledge in quantitative and analytical solutions
- Background in statistics, finance, or advanced analytics
It would also be nice for you to have:
- Working experience with retail portfolios
- Experience managing a team and/or multiple concurrent projects