Job description
Team Risk and Credit
Location Holborn Office
County Central London
Ref # 17543
Closing Date 11-Apr-2023
What you will do:
Manage the development of business critical statistical risk models - (Basel, IRB, scorecards, capital, impairment, IFRS9 and AIRB models).- Support with the development of models, the implementation of model monitoring, calibration and stress testing
- Collaborate with various areas of the Bank to develop analytical and statistical solutions
- Building and developing great relationships with a number of key colleagues across the bank
- Attend a variety of technical working groups, project boards and business engagement forums
- Inspiring the importance of credit risk to the wider Bank
And... we are a bank so risk is a part of everything we do. We love people who take responsibility, do the right thing for customers, colleagues and Metro Bank and have the ability to call out any concerns.
What you will need:
Understand the risks associated with your job and what that means for you, Metro Bank and all our stakeholders- You need to have previous stress testing knowledge, ideally within a Retail and/or wholesale banking
- Experience with SAS programming language
- We need you to have experience of developing PD and LGD models as per IFRS 9 and IRB regulations
Our promise to you…
We will make sure that you are well-rewarded by providing you with a competitive salary, discretionary annual bonus, and a wide range of benefits, including generous holiday allowance, attractive pension scheme, healthcare, life assurance, and a number of colleague discounts!- We will give you the training to ensure you succeed in your role and plenty of internal opportunities to progress your career (around 40% of our recruitment comes from internal promotions!).
- We are also all about balance so most of our jobs offer the opportunity for hybrid working built around your role and home life, wherever possible.
Important Footnote Diverse teams really are the best teams. We know that candidates (especially women, research tells us) may be put off applying for a job unless they can tick every box. We also know that ‘normal’ office hours aren’t always doable, and while we can’t accommodate every flexible working request we are happy to be asked. So if you are excited about working with us and think you can do much of what we are looking for but aren’t sure if you are 100% there yet… why not give it a whirl? Please note that sometimes we may close a job earlier for applications if we are inundated with amazing candidates.. Good luck!