Purpose of the Role

The role holder will be a senior analytical leader in the Group IRB Programme responsible for:

Driving the development and enhancement of models.

Supporting engagement on models with the Regulator.

Key Accountabilities

• Lead specific model enhancement projects.
• Lead business and other partner interaction.
• Provide input to internal model governance processes.
• Ensure internal and regulatory requirement compliance.
• Assure model documentation quality
• Support Regulatory model engagement.

Essential Qualifications

A bachelors degree in a relevant subject area.

Essential Skills & Experience

• Significant experience of credit risk modelling, direct IRB experience an advantage.
• Strong experience of SAS or a similar package.
• Demonstrated people leadership experience.
• Good critical thinking and influencing skills.
• Good written and verbal communication skills.

Key Competencies

• Manage Risk - People Manager
• Accountable - People Manager
• Amplify Capability - People Manager
• One Group, one team - People Manager
• Champion Transformation - People Manager