Modelling Senior Analyst
Glasgow, Lanarkshire, Scotland, United Kingdom
Hybrid / WFH Options
Hybrid / WFH Options
Virgin Money
and Specialists (A) Salary range: £32,800 - £41,000 per annum Location: UK, Remote Contract type : Permanent, full-time Our Team We have an exciting opportunity in our IFRS 9 and Stress Testing team in Model Risk & Analytics. The Model Monitoring Senior 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 stress tests. The role holder will have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. Additionally … the role involves supporting model calibrations, IFRS 9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you'll be doing Monitor and support the suite of IFRS 9, stress testing models and macroeconomic models across Retail and Business portfolios, including IRB and IFRS 9 modelling environments. Develop More ❯
Employment Type: Full-Time
Salary: £32,800 - £41,000 per annum
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