Purpose of the Role

Decision Science sponsors the Group IRB Model Programme which is a multi-year programme tasked to re-develop, secure regulatory approval and implement the Group IRB model suite to meet revised ECB and EBA IRB Repair Programme requirements. In doing so, the IRB Programme aims to:

• Support targeted business growth through adoption of a single view of customer risk-rating for non-retail borrowers and improved risk measurement precision;
• Increase the pace of customer outcomes by enabling a revised retail / non-retail threshold and higher rate of automated decisioning;
• Simplify future model maintenance/change by re-platforming IRB models and adopting new digital tools for model insights and reporting.

The holder of this role will be a leader in the Decision Science team and, for its duration, will play an integral role in the IRB Programme:

• Driving the development and enhancement of models.
• Supporting engagement on models with the Regulator.

Key Accountabilities

• Lead specific model improvement projects.
• Handle 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.