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| Job Location | Edinburgh |
| Education | Not Mentioned |
| Salary | 38,000 - 56,000 per annum |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
Senior Risk Analysts - Forecasting & Stress-Testing ModelsHybrid (1 - 2 days in the office). Main hubs in Leeds, London, Edinburgh, Chester & Cardiffto £56,000 (dol) + bonus (to 20%), pension (to 15%), healthcare, shares etcYoull play a fundamental part in the development of industry leading retail credit risk forecasting and stress-testing models, working collaboratively with other teams across Risk and Finance.Using data, statistical analysis, and modelling skills, youll help the Board to understand how the credit risk of our portfolios respond under different economic conditions. Youll be conducting analysis and communicating results, working as a team to achieveour goals. Youll make a critical contribution to our stress testing, IFRS9 impairment and CRDIV capital calculations.We are a technical team at the forefront of the Groups new technology strategy, while traditionally we have been a SAS modelling team we are increasingly moving to python and spark languages.The job also involves. Supporting the design, development, validation and implementation of unsecured credit risk stress testing and impairment and capital forecasting models. Helping to ensure that all new models are technically sound and meet Group standards. Support the delivery of stress testing activities (Group planning exercises, regulatory stress testing submissions, ad-hoc Board requests). Helping to maintain the stress testing framework, by ensuring that production processes are in place and all implementations of models are fully tested and audited to internal standards. Contributing to the preparation of high-quality model approval / re-approval technical documents. Working with data every day; sourcing, collating and interpreting data from a number of internal and external data sources. You may be asked to research academic, technical and industry developments in the field of stress testing and credit risk forecasting. Engaging and partnering with others outside the team as necessary.What were looking for.Are you passionate about coding and statistical modelling and looking to make a difference If yes, we value the following... Degree with quantitative content (maths, economics, statistics, operational research, physics or engineering) or equivalent skills derived from commercial experience. Expertise in coding in SAS, R, Python or Apache Spark. Solid understanding of the fundamental principles of banking, credit risk management and economics and ability to adapt to changes across the Group and external market.Desirable. Experience of stress testing and/or portfolio modelling would be an advantage, but other analytical experience is also welcome.
Keyskills :
Credit RiskForecastingImpairmentRisk ModelsStress Testing