Business Unit: Model Risk Analytics
Salary range: £60,000 - £75,000 per annum DOE + red-hot benefits
Location: UK Flexible (expectation to attend a local HUB 1x per month & attend offsites, 3/4 x per year)
Contract type: Permanent
Be the voice we need. Live a life more Virgin.

• Planning and executing the regular model related IFRS9 BAU processes (quarterly economic model refreshes, PMA calculations)
• Developing and implementing IFRS9 credit risk models, in line with stakeholder expectation, Bank standards and regulatory expectation
• Liaising with stakeholders in Risk and Finance to set expectation for the delivery of model outputs into BAU processes
• Presenting Model outcomes, and propose solutions to overcome model weaknesses, to relevant stakeholders in Risk and Finance as part of the quarterly process
• Leading on audit review of Business Banking IFRS9 model outputs
• Documenting analytics to support recommendation papers to committees and stakeholders
• Proactively support wider teams on topics relating to Business Banking models
• Providing leadership in team and wider network discussions across the Bank.