Do you want to be part of a new project developing compliant models? Do you have a strong eye for detail? If working as part of a growing, zesty team is something that interests you, this may be the role for you!

As a Lead Modelling Analyst you will develop credit risk models. The role is focused on developing IFRS9 and AIRB compliant models. You will work closely with the business to establish the requirements and support the planning and delivery of projects.

So what would you be doing?..

• Working closely with internal and external customers, whilst acting as the lead for colleagues when delivering projects
• Implementing the model monitoring, calibration and stress testing 
• Developing business critical statistical credit risk models which include, origin and behavioural scorecards, Basel PD, EAD, LGD models as well as Impairment models (IFRS9) and Stress Testing Models

You need to be this kind of person…

• Passionate about providing unparalleled levels of service and convenience for customers
• Prepared to stick at something - we get nervous if someone has jumped from job to job
• Able to work and learn quickly in a fast paced, fun and dynamic environment

We always support colleagues to develop their skills. But to be successful in this job you really do need to already be able to do most of these wonderful things...

• Strong knowledge and experience working with SAS programming 
• Analytical techniques to develop scorecard, basel (PD, EAD, LGD) modelling or impairment modelling
• We would love you to have experience as a risk analyst or equivalent 
• It is not necessary but helpful is you have one of the following – degree in Maths, Statistics, Economics or Physics