Senior AIRB Modelling Analyst

Vacancy posted: Monday, 17 October 2016

Salary: up to 50000
Location: Edinburgh

Closing date: 31 October 2016
Job ref. no.: JP618

Do you have a thing for models?

We need our Risk team to make sure that we are a safe pair of hands for our customers’ and investors’ money.  They do this by managing our risk appetite and running our bank responsibly.  We are looking for someone who shares our passion to build a better kind of bank and has the determination to help us be successful in this mission.

We’re seeking a Senior Modelling Analyst to develop our Mortgage AIRB ratings system.  You will be designing and building new models across a variety of enhancement initiatives.  You’ll apply your expert AIRB understanding to develop the methods, processes and controls to support Mortgage credit risk management.  As an expert, you’ll provide technical insights and develop compliant modelling whilst ensuring that analytic decisions and business impacts are understood by a variety of audiences including leaders within risk and across Virgin Money.

To be brilliant in this role we believe you’ll need to have strong modelling experience and be able to demonstrate an ability to develop insight analysis, ideally on Mortgage portfolios within a retail banking environment.  In-depth knowledge of the design and development of AIRB rating system models using SAS is critical.  Some knowledge of scorecard or IFRS9 model development would be beneficial.  You should understand key risk principles and have the knowledge of established and emerging industry practices to bring to the table.  And most of all you’ll have a burning desire to be part of our mission to make everyone better off!

Can we predict your next move?

Salary: up to £50k (dependent on experience) and an excellent range of benefits

Location: Edinburgh or Newcastle

Our aim is to nurture a skilled, diverse and committed workforce where every individual – regardless of background – can share our purpose, reach their potential and be rewarded appropriately for their contribution to our success.

s1 says:

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