Skip to main content

This job has expired

IRB Modelling Manager

Employer
Metro Bank Plc
Location
Holborn and Covent Garden, London (Greater)
Salary
Competitive
Closing date
24 Sep 2021

View more

Job Details

Are you an analytical genius? Do you consider yourself to be a game changer in the world of Credit Risk? Do you want to join a Bank that focuses on providing professional development? If yes, then we may have the role for you!

 

As the Modelling Manager, you will be heavily involved in the development of business critical statistical credit risk models (Basel, IRB, scorecards, capital, impairment, IFRS9 and AIRB models). You will also have a broad exposure to a diverse Credit Risk projects and gain experience and knowledge across a broad range of products, systems and regulations. 

 

Depending on the team, most of our roles offer flexible working and you will work remotely temporarily due to COVID-19.

 

So what would you be doing?...

 

• Steering and shaping the development of business critical statistical credit risk models

• Supporting the development of credit risk models, the implementation of model monitoring and calibration

• Working with various areas of the Bank to develop analytical and statistical solutions

• Building and developing great relationships with a number of key colleagues across the Bank

• Sitting on a variety of technical working groups, project boards and business engagement forums

• Championing the importance of credit risk stress testing to the wider Bank

 

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 as we want people who are prepared to learn and grow

• Able to work and learn quickly in a fast paced, fun and dynamic environment

• Care about doing a great job and exceeding expectations with the quality of what you do

 

And... we are a bank so risk is a part of everything we do. We love people who take responsibility, do the right thing for customers, colleagues and Metro Bank and have the courage to call out any concerns.

 

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...

 

• Understand the risks associated with your job and what that means for you, Metro Bank and all our stakeholders 

• Naturally, you will have experience of working as a Lead Modelling Analyst or a Manager

• You need to have previous stress testing experience, ideally within a Retail and/or wholesale banking

• In order to exceed in this role, you will be proficient in using SAS programming tool

• You will have experience developing PD and LGD models as per IFRS 9 and IRB regulations

IMPORTANT FOOTNOTE;

Diverse teams really are the best teams. We know that candidates (especially women, research tells us) may be put off applying for a job unless they can tick every box.  We also know that ‘normal’ office hours aren’t always doable, and while we can’t accommodate every flexible working request we are happy to be asked.  So if you are excited about working with us and think you can do much of what we are looking for but aren’t sure if you are 100% there yet… why not give it a whirl? Please note that sometimes we may close a job earlier for applications if we are inundated with amazing candidates.. Good luck!

 

#LI-Loveyourjobatlast

Company

Metro Bank is Britain’s first new High Street bank in over 100 years. We offer banking focused on the customer through unparalleled levels of service and convenience. With our unique, customer-focused retail business we reinvent the rules of retail banking, making every effort to remove all stupid bank rules from our day to day services to offer simpler and more convenient banking to you.

We’re an equal opportunities employer and we take real pride in having a supportive family friendly culture for colleagues and customers; ranging from shift working and enhanced maternity benefits to Kids Rock events which team members and their families are welcome to attend. Metro Bank is committed to creating a diverse workforce that represents the communities it serves, and giving opportunities to colleagues looking to build a career with the bank.

 

 

Company info
Location
London
United Kingdom

Get job alerts

Create a job alert and receive personalised job recommendations straight to your inbox.

Create alert