1 of 1 Mathematical Modelling Jobs in Lanarkshire

models spanning retail and business asset classes and drive insight and improvements in model outputs and controls. What you'll be doing Support the validation of new and revised mathematical models to ensure models across the business are fit for purpose Provide assurance on compliance with the regulatory requirements we work within There is an emphasis on credit risk … a variety of sources Generate model validation reports and ensure that validation actions are followed through to a resolution Support the continuous learning and development of a best practice modelling culture within the bank Offer insight and recommendations that contribute to achieving best in class risk models We need you to have Significant experience in developing or validating statistical … of accuracy, ensuring you always get the basics right Sound decision making and critical thinking It's a bonus if you have but not essential Knowledge of credit risk modelling including PD, EAD and LGD models Experience of working with IFRS 9 or Stress Testing models in the financial industry Familiarity with Model Risk Management frameworks and associated regulations More ❯