Credit Risk Modelling Jobs in Scotland

2 of 2 Credit Risk Modelling Jobs in Scotland

Model Validation Specialist

Glasgow, UK
Virgin Money
Business Unit: Group Risk, Independent Model Validation Salary range: £39,200 - £49,000 per annum DOE + red-hot benefits Location: UK Flexible Contract type : Permanent Our Team We have an exciting opportunity in our Independent Model Validation team. The validation team holds a key role in the validation … challenge, and oversight of VMUK’s overall model landscape, including credit risk, financial and operational models. You’ll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive insight and improvements in model outputs and controls. What you’ll … models to ensure models across the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS 9/Stress Testing models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or More ❯
Employment Type: Full-time
Posted:

Modelling Analyst

Glasgow, UK
Hybrid / WFH Options
Virgin Money
Business Unit: Model Risk & Analytics, IFRS 9 and Stress testing Salary range: £26,400 - £33,000 per annum DOE + red-hot benefits Location: UK Hybrid (London 1 day a week) Contract type : Permanent Our Team We have an exciting opportunity in our IFRS 9 and Stress Testing team … in Model Risk & Analytics. The Model Monitoring Analyst is a key role in the maintenance and performance monitoring of VMUK’s suite of IFRS 9, macro-economic and stress testing models, which are used to forecast loan loss provisions and capital requirements under a range of scenarios, including regulatory … be doing Monitor and support the suite of stress testing models and macroeconomic models across Retail and Business portfolios, including IRB and IFRS 9 modelling environments. Develop and maintain Management Information (MI) dashboards in Power BI to track model performance and outcomes. Liaise with the model development team to More ❯
Employment Type: Full-time
Posted:
Credit Risk Modelling
Scotland
Median
£45,000
75th Percentile
£79,648