Credit Risk Modelling Manager
Bristol, UK
Virgin Money
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 ❯
Employment Type: Full-time
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