3 of 3 Credit Risk Jobs in Sheffield

Business Unit: Group Risk, Independent Model Validation Salary range: up to circa £55,000 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 … 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 ❯

Business Unit: Model Risk Analytics Salary range: £60,000 - £75,000 per annum DOE + red-hot benefits Location: UK Flexible (expectation to attend a local HUB 1x per month & attend offsites, 3/4 x per year) Contract type: Permanent Be the voice we need. Live a life … more Virgin. Our Team As an IFRS 9 Modelling Manager you will lead a small team of modellers and data scientists to develop risk and macroeconomic models to forecast the Banks Loan Loss provisions. The remit is wide and covers all types of models within the IFRS 9 Provisioning … The team's focus is on the development, validation, management and monitoring of our models and providing first class support to our stakeholders across Risk and Finance. What you'll be doing Planning and executing the regular model related IFRS9 BAU processes (quarterly economic model refreshes, PMA calculations) Developing More ❯

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 … stakeholders. Focus on continuous improvement by identifying and addressing model performance issues and embedding learnings from evolving business and regulatory requirements. Collaborate closely with credit risk modelling, finance, and business teams to obtain insights and feedback for the management of the credit stress testing models. Support the More ❯