City, Liverpool, United Kingdom Hybrid / WFH Options
Virgin Money
Business Unit: Model Risk & Analytics, IFRS9 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 IFRS9 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 IFRS9, macro-economic and stress testing models, which are used to forecast loan … across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you'll be doing Monitor and support the suite of stress testing More ❯
Chester, Cheshire, United Kingdom Hybrid / WFH Options
Virgin Money
Business Unit: Model Risk & Analytics, IFRS9 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 IFRS9 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 IFRS9, macro-economic and stress testing models, which are used to forecast loan … across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you'll be doing Monitor and support the suite of stress testing More ❯
City, Manchester, United Kingdom Hybrid / WFH Options
Virgin Money
Business Unit: Model Risk & Analytics, IFRS9 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 IFRS9 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 IFRS9, macro-economic and stress testing models, which are used to forecast loan … across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you'll be doing Monitor and support the suite of stress testing More ❯
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 and implementing IFRS9 credit risk models, in line with stakeholder expectation, Bank standards and regulatory expectation … to overcome model weaknesses, to relevant stakeholders in Risk and Finance as part of the quarterly process Leading on audit review of Business Banking IFRS9 model outputs Documenting analytics to support recommendation papers to committees and stakeholders Proactively support wider teams on topics relating to Business Banking models Providing leadership … in team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/Stress Testing modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to non More ❯
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 and implementing IFRS9 credit risk models, in line with stakeholder expectation, Bank standards and regulatory expectation … to overcome model weaknesses, to relevant stakeholders in Risk and Finance as part of the quarterly process Leading on audit review of Business Banking IFRS9 model outputs Documenting analytics to support recommendation papers to committees and stakeholders Proactively support wider teams on topics relating to Business Banking models Providing leadership … in team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/Stress Testing modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to non More ❯
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 and implementing IFRS9 credit risk models, in line with stakeholder expectation, Bank standards and regulatory expectation … to overcome model weaknesses, to relevant stakeholders in Risk and Finance as part of the quarterly process Leading on audit review of Business Banking IFRS9 model outputs Documenting analytics to support recommendation papers to committees and stakeholders Proactively support wider teams on topics relating to Business Banking models Providing leadership … in team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/Stress Testing modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to non More ❯
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 and implementing IFRS9 credit risk models, in line with stakeholder expectation, Bank standards and regulatory expectation … to overcome model weaknesses, to relevant stakeholders in Risk and Finance as part of the quarterly process Leading on audit review of Business Banking IFRS9 model outputs Documenting analytics to support recommendation papers to committees and stakeholders Proactively support wider teams on topics relating to Business Banking models Providing leadership … in team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/Stress Testing modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to non More ❯
models across the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS9/Stress Testing models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging … not essential Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS9 or Stress Testing models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and More ❯
models across the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS9/Stress Testing models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging … not essential Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS9 or Stress Testing models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and More ❯
models across the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS9/Stress Testing models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging … not essential Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS9 or Stress Testing models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and More ❯