Data Modeller

Newcastle Building Society
Newcastle Upon Tyne
Up to £27,000 per annum depending on experience
12 Apr 2017
12 May 2017
Contract Type
Full Time
Departmental OverviewThe risk functions provides independent oversight and supports the risk framework, including risk appetites, risk maps, risk registers, and top risks; as well as stress and scenario testing. The functions reports through executive risk committees to the Group Risk Committee.

We have a brand new opening within the Risk team for a Data Modeller.

Role SummaryAs a Data Modeller you will develop, implement and maintain statistical models in relation to the measurement of credit risk. You will also produce detailed, accurate and clearly communicated reporting and analysis in relation to those models.

Key duties and responsibilites:

• Provide input into model development, review, validation and stress testing. In particular, in relation to the extraction and manipulation of data to support the models and outputs.• Develop and maintain quantitative and models for stress testing credit risk.

• Develop systems to collect, prepare & analyse data in preparation for credit risk modelling.• Develop and improve data extraction systems for both modelling and management information production, including Access & SQL databases and Excel spreadsheets

• Interact with key stakeholders and external third parties where necessary in order to gather requirements & guidance in relation to modelling and reporting.

• To provide full support to the Senior Data Modeller and Risk Managers in the delivery of departmental projects and routine processes and procedures relating to risk management of the mortgage book, adherence to Policy and achievement of business objectives.

Skills and ExperienceData Analysis experience is essential along with experience of working in multidisciplinary projects.

You should have clear and concise written and spoken communication and the ability to present written information in a structured and balanced way.

Sound knowledge of Excel and Access is essential along with programming experience with Structured Query Language and Visual Basic for Applications.

Knowledge of IBM DB2 relational databases and a credit risk qualification or relevant credit risk experience is desirable however not essential.