Job Description
<p><b></b></p><p>Join us as a Financial Risk & Analytics Analyst</p><p></p><ul><li>We’re looking for an analyst to support our strategic objective to inform business risk and reward decisions using our risk models</li><li>You’ll be providing interpretation and guidance on regulatory requirements relating to risk models</li><li>Gain valuable exposure and hone your expertise as you advance your career in this challenging role</li><li>This position is for an eight month period</li></ul><p></p><p><b><span>What youll do</span></b></p><p></p><p>As a Financial Risk & Analytics Analyst, you’ll be developing and maintaining compliant and fit-for-purpose models used in the bank’s risk management frameworks, including models that support automated decision making, capital calculation, provisioning and stress testing across all franchises.</p><p></p><p>You’ll also **</p><p></p><ul><li>Building analytics and models and integrating them into the analytics platform with cloud services</li><li>Helping with regulatory engagement in relation to risk models and model frameworks</li><li>Supporting the business by developing and maintaining risk models and decision support models, with a focus on improved effectiveness and efficiency</li><li>Conducting testing, back testing, and results analysis of the models developed</li><li>Identifying opportunities for improvement, both in terms of the models and measures produced, and the approaches and processes used within the team</li><li>Working effectively with other risk functions, the customer franchises and broader functions so that the model suite is integrated with other activities, ensuring effective and efficient delivery</li><li>Writing model documentations and making presentations to model stakeholders across management and model risk</li></ul><p></p><p><b><span>The skills youll need</span></b></p><p></p><p>We’re looking for someone with extensive experience in machine learning modelling with strong financial knowledge and experience of working in a modelling function.</p><p></p><p>You’ll need to hold a degree in a numerate discipline, with a track record in data driven analysis and statistical and mathematical modelling.</p><p></p><p>You’ll also **</p><p></p><ul><li>A background of project management, working as part of a team and sharing learnings from others</li><li>The ability to translate complex and statistical techniques into simple, easily understood concepts</li><li>Experience of the development and practical application of risk models, including scoring and model monitoring</li><li>A background of successfully using and deploying new data sources, approaches and tools</li><li>An understanding of statistical techniques, credit reference data, external agency data, credit systems, and databases toolsets</li></ul><p></p>