IFRS9 Modelling Specialist
Newcastle Upon Tyne, Tyne and Wear, England, United Kingdom
Virgin Money
UK Flexible Contract type : Permanent Don't settle for dull. Live a life more Virgin. Our Team Stress Testing and IFRS9 Models work at the intersection of Data Science, Statistical Modelling and Economics within Virgin Money's Model Risk and Analytics function. We use data to support the business through model building or providing actionable insights from the … data. We draw on statistical modelling techniques to produce the best possible predictive models. What you'll be doing Providing input into the scoping, design, development, validation and implementation of credit risk models, in line with Bank standards and regulatory compliance requirements Independently leading statistical analysis to ensure the Retail and Business loan loss provision models currently … in operation remain robust and fit for purpose Leading key discussions and presenting analytical findings and solutions to a range of stakeholders both within and external to the modelling area Providing first-class model documentation and recommendation papers to governance committees Supporting the development of junior analysts. We need you to have Familiarity of a variety of modelling More ❯
Employment Type: Full-Time
Salary: £45,000 per annum
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