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Climate Stress Testing Manager

Virgin Money
Job LocationManchester
EducationNot Mentioned
Salary£65,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent, full-time or part-time

Job Description

We have an exciting opportunity in our Credit Stress Testing Modelling team in Risk Analytics. The Climate Risk Stress testing manager is a key role in the development, maintenance, and performance monitoring of VMUK’s suite of Climate stress testing models,which are used to forecast loan loss provisions and capital requirements under a range of Climate scenarios, including regulatory stress tests. The role holder will have the opportunity to work across a broad range of models spanning retail and business assetclasses and drive business insight.What you’ll be doing

  • Managing 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 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
  • Supporting the operational/delivery arm of the credit stress testing team in relation to model usage.
We need you to have
  • In-depth Knowledge of Climate risk model methodologies and stress testing frameworks across a range of Retail / Business credit portfolios with a good understanding of model usage
  • Strong model development experience in stress testing, ideally using SAS and R
  • Substantial Climate Risk Modelling skills across physical risk and transition risk
  • Understanding of climate-related regulations and reporting standards (e.g. TCFD, ESG reporting)
  • Excellent analytical ability to solve complex problems, with a keen attention to detail
  • Superb communication skills to be able to effectively communicate complex methodologies, processes, and outputs to colleagues with varying levels of subject matter expertise.
It’s a bonus if you have but not essential
  • Python experience
Red Hot Rewards
  • Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part-time) plus the option to buy more
  • Up to five extra paid well-being days per year
  • 20 weeks paid, gender-neutral family leave (52 weeks in total) for expectant parents and those looking to adopt
  • Market-leading pension
  • Free private medical cover, income protection and life assurance
  • Flexible benefits include Cycle to Work, wellness and health assessments, and critical illness
  • Ability to work anywhere in the UK (where the role allows)
And theres no waiting around, youll enjoy these benefits from day one.Feeling insatiably curious about this role Apply as soon as you can. If we’re lucky to receive a lot of interest, we may close the advert early and would hate you to miss out.Were all about helping you Live a Life More Virgin, so happy to talk flexible working with you.Say hello to Virgin MoneyWe’re making great strides towards achieving our ambition of becoming the UK’s best digital bank. As a full-service digital bank with a heritage stretching back over 180 years, we`re a workforce to be reckoned with. Were putting the full power ofour experience behind disruptive ideas that reinvent the role a bank plays in peoples lives. We strive to create positive experiences for our millions of customers and our purpose, Making You Happier About Money’, underpins everything we do. We believe indoing banking differently, innovating and working together to make a real difference. Join us and Live a Life More Virgin that empowers you with choice and flexibility in how you work.Be yourself at Virgin MoneyOur purpose is to make people happier about money, this means seeing and feeling the world as our customers do by creating a workforce that reflects the rich diversity of our customers and communities. We’re committed to creating an inclusive culturewhere colleagues feel safe and inspired to contribute, speak up and be heard.As a Disability Confident Leader, were committed to removing any obstacles to inclusion.Now the legal bitLiving A Life More Virgin allows our colleagues to be based anywhere in the UK (if the role allows it), but well need you to confirm you have the right to work in the UK.If youre successful in securing a role with us, there are some checks you need to complete before starting. These include credit and criminal record checks and three years worth of satisfactory references. If the role is part of the Senior Manager Regimeand Certification Regime, it requires enhanced pre-employment checks - well ask for six years of regulatory references, and once in the role, youll be subject to periodic employment checks.

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