Business Unit: Risk Analytics Centre of Excellence
Salary range: £39,200 - £52,000 per annum DOE + red-hot benefits
Location: UK Hybrid, attendance to London HUB 1x per week.
Contract type: Permanent

• Leading the development of the suite of climate stress testing models across Retail and Business portfolios, and across IRB and IFRS 9 modelling environments
• Supporting technical leads to independently implement changes to the SAS based Stress Testing Engines and associated analytical tools
• Focusing on continuous improvement through addressing of the Open Model validation actions and by identification of model performance issues, addressing oversight actions and by embedding learnings and evolving business and regulatory requirements
• Ensuring effective design and implementation of the Climate Stress testing monitoring of the stress testing models
• Continually assess and identify SAS processes/code to promote simplification and automation, reducing any operational risk inherent in the current environment
• Close collaboration with credit risk modelling, finance and business teams for obtaining insights and feedback for the management of the credit stress testing models
• Assisting the operational/delivery arm of the credit stress testing team in relation to model usage.