IFRS9 Modelling Specialist
Newcastle Upon Tyne, Tyne and Wear, England, United Kingdom
Virgin Money
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 … interpreting complex data utilising strong analytical skills, ideally demonstrated by a good degree in a numerate discipline subject (e.g. statistics, maths, engineering, econometrics) Expertise in the use of statistical analysis software (e.g. SAS, Python or R) as well as MS Office Excellent communication, listening and writing skills. An ability to listen, understand and respond professionally to a range of … coaching skills to enable you to upskill junior colleagues. It's a bonus if you have but not essential Knowledge of economical processes, ideally with some experience of economic time series analysis Functional Risk and Regulatory knowledge ideally within IFRS 9 and/or IRB and Stress Testing Red Hot Rewards Generous holidays - 38.5 days annual leave More ❯
Employment Type: Full-Time
Salary: £45,000 per annum
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