Senior Provisioning and Forecasting Modeller, Borrowing - Remote

Overview

This role is pivotal for the team as the successful candidate will build up our forecasting capabilities and tools and will have significant exposure to critical business processes such as budgeting & ICAAP.

In Short

• Development, implementation and maintenance of Stress Testing and Forecasting models
• Participate in business critical processes such as ICAAP and Budgeting
• Develop the next generation of performance tracking and analytics toolbox
• Develop and maintain economic-response models for scenario simulation and impairment
• Actively involved in our monthly provisions process
• Review and challenge a wider range of modelling solutions
• Close collaboration with portfolio strategy, model validation, finance and external audit teams

Requirements

• Strong background in IFRS9 impairments and stress testing
• Extensive experience in developing, validating or monitoring Credit Models
• Strong analytical skills and a track record of using these to deliver technical projects
• Solid technical toolkit: SQL and either Python or R
• Ability to convey problems and solutions using clear language
• Impact driven and eager to have a real positive impact
• Self-starter mindset
• Team player whom colleagues can rely on

Benefits

• £69,000-95,000 + share options
• Relocation assistance to the UK
• Visa sponsorship available
• Flexible working hours
• £1,000 learning budget each year
• Support for work-from-home setup
• Plus lots more!