Senior Risk Manager - IRB Modeller
We currently have a fantastic opportunity at Senior Manager level in the Retail IRB Modelling team. This role is as a result of a significant investment in Retail Modelling capability to reflect its increasing importance in Risk Management, grow our technical leadership capability and support the delivery of the Corporate Plan.
As a Senior Manager, you will lead a motivated team of modellers who will be responsible for the design, development, maintenance and governance of Retail IRB models. The role will provide a unique opportunity to lead, shape and deliver current and future work in a high profile area of modelling, with high visibility to a wide range of senior stakeholders.
Who we're looking for
• Have experience of leading, motivating and mentoring a team of technical analysts;
• Have a detailed knowledge and understanding of IRB (PD, LGD, EAD) model development techniques, and the relevant regulatory requirements;
• Demonstrate a genuine desire and aptitude to develop a career with a leading financial services player, and a desire to be a key part of shaping a successful team;
• Have a good understanding of risk management practices;
• Be a highly motivated and industrious leader capable of working on a combination of different activities;
• Have a proven track record of stakeholder management, capacity to manage multiple projects with high quality communication and influencing skills;
• Have a strong quantitative degree ideally from Mathematics, Statistics, Economics, Finance or a related subject;
• Be able to build and maintain great working relationships with a broad diversity of stakeholders at different levels of seniority.
What you'll be doing
You will be responsible for developing in-house modelling capability across the Retail IRB Modelling team. This will involve leading a team in the successful development, delivery and maintenance of either Secured or Unsecured Retail IRB models and introducing and maintaining best modelling practice within the team.
The role will involve communicating the performance of models to the wider business to ensure that models are effectively prioritised and implemented, as well as working closely with model reviewers including internal oversight, audit and regulators to ensure model development processes are robust and effective. You will be required to develop the skills and knowledge of your team such that they have the expertise to achieve current and future business requirements, as well have the opportunity to progress their careers within the business, and contribute to the wider Group Risk team.