Business Unit: Model Risk & Analytics, IFRS 9 and Stresstesting 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 IFRS 9 and StressTesting team in Model Risk & Analytics. The Model Monitoring Analyst is a key role in the maintenance and performance monitoring of VMUK's suite of IFRS 9, macro-economic and stresstesting models, which are used to forecast loan loss provisions and capital requirements under a … range of scenarios, including regulatory stress tests. You'll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS 9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you More ❯
Chester, Cheshire, United Kingdom Hybrid / WFH Options
Virgin Money
Business Unit: Model Risk & Analytics, IFRS 9 and Stresstesting 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 IFRS 9 and StressTesting team in Model Risk & Analytics. The Model Monitoring Analyst is a key role in the maintenance and performance monitoring of VMUK's suite of IFRS 9, macro-economic and stresstesting models, which are used to forecast loan loss provisions and capital requirements under a … range of scenarios, including regulatory stress tests. You'll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS 9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you More ❯
City, Liverpool, United Kingdom Hybrid / WFH Options
Virgin Money
Business Unit: Model Risk & Analytics, IFRS 9 and Stresstesting 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 IFRS 9 and StressTesting team in Model Risk & Analytics. The Model Monitoring Analyst is a key role in the maintenance and performance monitoring of VMUK's suite of IFRS 9, macro-economic and stresstesting models, which are used to forecast loan loss provisions and capital requirements under a … range of scenarios, including regulatory stress tests. You'll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS 9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you More ❯
Bristol, Gloucestershire, United Kingdom Hybrid / WFH Options
Virgin Money
Business Unit: Model Risk & Analytics, IFRS 9 and Stresstesting 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 IFRS 9 and StressTesting team in Model Risk & Analytics. The Model Monitoring Analyst is a key role in the maintenance and performance monitoring of VMUK's suite of IFRS 9, macro-economic and stresstesting models, which are used to forecast loan loss provisions and capital requirements under a … range of scenarios, including regulatory stress tests. You'll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS 9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you More ❯
City, Manchester, United Kingdom Hybrid / WFH Options
Virgin Money
Business Unit: Model Risk & Analytics, IFRS 9 and Stresstesting 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 IFRS 9 and StressTesting team in Model Risk & Analytics. The Model Monitoring Analyst is a key role in the maintenance and performance monitoring of VMUK's suite of IFRS 9, macro-economic and stresstesting models, which are used to forecast loan loss provisions and capital requirements under a … range of scenarios, including regulatory stress tests. You'll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS 9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you More ❯
City, Birmingham, United Kingdom Hybrid / WFH Options
Virgin Money
Business Unit: Model Risk & Analytics, IFRS 9 and Stresstesting 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 IFRS 9 and StressTesting team in Model Risk & Analytics. The Model Monitoring Analyst is a key role in the maintenance and performance monitoring of VMUK's suite of IFRS 9, macro-economic and stresstesting models, which are used to forecast loan loss provisions and capital requirements under a … range of scenarios, including regulatory stress tests. You'll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS 9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you More ❯
City, Sheffield, United Kingdom Hybrid / WFH Options
Virgin Money
Business Unit: Model Risk & Analytics, IFRS 9 and Stresstesting 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 IFRS 9 and StressTesting team in Model Risk & Analytics. The Model Monitoring Analyst is a key role in the maintenance and performance monitoring of VMUK's suite of IFRS 9, macro-economic and stresstesting models, which are used to forecast loan loss provisions and capital requirements under a … range of scenarios, including regulatory stress tests. You'll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS 9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you More ❯
of key regulatory documents including ILAAP and Recovery/Resolution planning. Design and ownership of Liquidity MI - monitor and recommend improvements to reporting and stresstesting processes. Contribute to the design of liquidity stresstesting scenarios. Forecasting and stresstesting of the Bank's More ❯
risk exposures using advanced modeling techniques, including balance sheet modeling, Net Interest Income (NII), Economic Value of Equity (EVE), Value at Risk (VaR), and stress testing. Regulatory Compliance & Reporting Ensure adherence to Basel III/IV IRRBB regulatory guidelines and internal risk policies. Support regulatory reporting efforts, including stresstesting and ICAAP submissions. Risk Modeling & Analytics Implement and enhance IRRBB risk metrics. Develop and validate risk scenarios to support stresstesting frameworks. Collaborate with quantitative teams to refine risk measurement methodologies. Stakeholder Collaboration & Advisory Provide subject matter expertise on IRRBB to business units and risk … and analytics. Technical Expertise: Experience in risk management, treasury, ALM, or IRRBB within a financial institution. Strong knowledge of Basel IRRBB regulations, ICAAP, and stresstesting requirements. Expertise in risk measurement methodologies, including NII sensitivity, EVE, VaR, and behavioural modeling of deposits. In-depth understanding of financial instruments More ❯
risk exposures using advanced modeling techniques, including balance sheet modeling, Net Interest Income (NII), Economic Value of Equity (EVE), Value at Risk (VaR), and stress testing. Regulatory Compliance & Reporting Ensure adherence to Basel III/IV IRRBB regulatory guidelines and internal risk policies. Support regulatory reporting efforts, including stresstesting and ICAAP submissions. Risk Modeling & Analytics Implement and enhance IRRBB risk metrics. Develop and validate risk scenarios to support stresstesting frameworks. Collaborate with quantitative teams to refine risk measurement methodologies. Stakeholder Collaboration & Advisory Provide subject matter expertise on IRRBB to business units and risk … Minimum Requirements: Technical Expertise Experience in risk management, treasury, ALM, or IRRBB within a financial institution. Strong knowledge of Basel IRRBB regulations, ICAAP, and stresstesting requirements. Expertise in risk measurement methodologies, including NII sensitivity, EVE, VaR, and behavioural modeling of deposits. In-depth understanding of financial instruments More ❯
established squads to improve product performance and ensure safety and stability, as well as excellent technical documentation. You will own the end-to-end testing process, including designing, developing, maintaining, and improving manual and automated tests for the business's key product, thus enabling customers to measure their climate … our squads, which includes software engineers, Business Analysts, and a product owner. Plan, design, perform, and document manual and automated tests (end-to-end testing, stresstesting, load testing). Analyse test results and provide timely and accurate reports on test coverage, defects, and overall product … the development and release phases. Maintain clear and comprehensive technical documentation, ensuring smooth collaboration and knowledge sharing among team members. Design, drive, and improve testing processes, including handling user feedback to improve quality and usability of the product. Stay up-to-date with emerging technologies and industry trends to More ❯
strategic financial objectives by providing them with cutting-edge ideas, best-in-class products and solutions, and unparalleled access to capital and liquidity. The Stresstesting Team is responsible for delivering Stresstesting related solutions to Citi's risk & finance organization which manages Citi's exposure More ❯
team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/StressTesting modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to … persuasive arguments to influence key stakeholders Significant knowledge of a range of Credit Risk Modelling techniques for PD/LGD/EAD (IFRS9/StressTesting/IRB) A degree in a numerate discipline subject (e.g. statistics, maths, engineering, econometrics) A solid foundation in statistical programming languages and More ❯
team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/StressTesting modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to … persuasive arguments to influence key stakeholders Significant knowledge of a range of Credit Risk Modelling techniques for PD/LGD/EAD (IFRS9/StressTesting/IRB) A degree in a numerate discipline subject (e.g. statistics, maths, engineering, econometrics) A solid foundation in statistical programming languages and More ❯
team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/StressTesting modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to … persuasive arguments to influence key stakeholders Significant knowledge of a range of Credit Risk Modelling techniques for PD/LGD/EAD (IFRS9/StressTesting/IRB) A degree in a numerate discipline subject (e.g. statistics, maths, engineering, econometrics) A solid foundation in statistical programming languages and More ❯
team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/StressTesting modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to … persuasive arguments to influence key stakeholders Significant knowledge of a range of Credit Risk Modelling techniques for PD/LGD/EAD (IFRS9/StressTesting/IRB) A degree in a numerate discipline subject (e.g. statistics, maths, engineering, econometrics) A solid foundation in statistical programming languages and More ❯
team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/StressTesting modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to … persuasive arguments to influence key stakeholders Significant knowledge of a range of Credit Risk Modelling techniques for PD/LGD/EAD (IFRS9/StressTesting/IRB) A degree in a numerate discipline subject (e.g. statistics, maths, engineering, econometrics) A solid foundation in statistical programming languages and More ❯
team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/StressTesting modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to … persuasive arguments to influence key stakeholders Significant knowledge of a range of Credit Risk Modelling techniques for PD/LGD/EAD (IFRS9/StressTesting/IRB) A degree in a numerate discipline subject (e.g. statistics, maths, engineering, econometrics) A solid foundation in statistical programming languages and More ❯
team and wider network discussions across the Bank. We need you to have Proven experience leading small teams as part of a IFRS9/StressTesting modelling process Demonstrable significant involvement in most components of the Model Lifecycle (Scoping, development, implementation, monitoring) Confidence in explaining model outcomes to … persuasive arguments to influence key stakeholders Significant knowledge of a range of Credit Risk Modelling techniques for PD/LGD/EAD (IFRS9/StressTesting/IRB) A degree in a numerate discipline subject (e.g. statistics, maths, engineering, econometrics) A solid foundation in statistical programming languages and More ❯
the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS 9/StressTesting models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging with model owners, gathering … Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS 9 or StressTesting models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part-time More ❯
the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS 9/StressTesting models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging with model owners, gathering … Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS 9 or StressTesting models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part-time More ❯
the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS 9/StressTesting models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging with model owners, gathering … Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS 9 or StressTesting models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part-time More ❯
the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS 9/StressTesting models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging with model owners, gathering … Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS 9 or StressTesting models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part-time More ❯
the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS 9/StressTesting models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging with model owners, gathering … Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS 9 or StressTesting models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part-time More ❯
the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS 9/StressTesting models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging with model owners, gathering … Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS 9 or StressTesting models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part-time More ❯