Modelling Specialist
Edinburgh, Midlothian, United Kingdom
Hybrid / WFH Options
Hybrid / WFH Options
Virgin Money
the suite of climate stress testing models across Retail and Business portfolios, and across IRB and IFRS 9 modelling environments Supporting technical leads to independently implement changes to the SAS based Stress Testing Engines and associated analytical tools Focusing on continuous improvement through addressing of the Open Model validation actions and by identification of model performance issues, addressing oversight … by embedding learnings and evolving business and regulatory requirements Ensuring effective design and implementation of the Climate Stress testing monitoring of the stress testing models Continually assess and identify SAS processes/code to promote simplification and automation, reducing any operational risk inherent in the current environment Close collaboration with credit risk modelling, finance and business teams for obtaining … and stress testing frameworks across a range of Retail/Business credit portfolios with a good understanding of model usage Strong model development experience in stress testing, ideally using SAS and R Effective Climate Risk Modelling skills across physical risk and transition risk A strong understanding of climate-related regulations and reporting standards (e.g. TCFD, ESG reporting) Excellent analytical More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted: