Job description
Senior Manager - Quantitative Analytics and stress testing
Application closing date: 14/06/23 at 23:59
A bit about the role...
The Quantitative Risk and Stress Testing team is responsible for building and maintaining a range of quantitative models that enable the Agency to model and understand the financial risk in its portfolio. They apply mathematical and statistical methods to a wide range of financial and risk management problems, including credit risk modelling, scenario analysis and forecasting, stress testing, and IFRS 9.
The team produces regular updates to Homes England’s ongoing Stress Testing analysis and presents the results to senior stakeholders.
A bit about you...
We are looking for an individual with a strong quantitative background to develop and maintain a suite of analytical tools to help the business to better quantify, understand and manage the quantitative risks it is running. This will include developing and maintaining models and generating approaches for effective stress testing of our portfolios across our activities and translating the impact of the latest economic forecasts and market data into the potential impact on the portfolio.
The individual will have significant experience in building financial and financial risk models in excel VBA, python, and SQL. Reporting skills in Power BI would be beneficial, as would knowledge / experience in model validation.
The individual will need to work closely with analysts in front office functions as well as with finance and risk business partners to ensure risk is being properly captured, quantified, and modelled.
Who are we?
Homes England, the government’s housing and regeneration agency, plays a central role in tackling the housing challenges the country now faces. We have the appetite, influence, expertise and resource to drive positive market change, and our mission is to ensure more homes are built in areas of greatest need, improve affordability and create a sustainable housing market.
Following the publication of the government’s Levelling Up White Paper, Homes England has also been tasked with a core role in spearheading regeneration, partnering with places to reduce economic disparity, empower local leaders and create equal opportunities across the country to ensure communities reach their full potential.
What we offer...
As well as a competitive salary and 33 days annual leave plus Bank Holidays, we are committed to hybrid working. We’ll support you, wherever possible, so that you don’t miss out on what matters to you.
If you ever need a bit of extra help, we have a great employee assistance programme, financial wellbeing support and access to many great discounts with leading high street names.
Our range of network groups are also there to support you to be yourself at work and play a key role in helping shape our future.
If you are a member of a professional body, we’ll pay for your membership and once you get your digital kit, you’ll be good to go.
Homes England are a geographically diverse community. We were all working from home?during the pandemic and have since moved to a hybrid model, moving back into our office environments and utilising our space and time together in the most conducive way.
We would encourage all applicants to apply as soon as possible as we may close vacancies early should we receive a high number of applications.
We also encourage you to apply using the full application option as opposed to quick apply, this is especially important if you would like to indicate to us that you would like to be considered under the disability confident scheme.
If your application is shortlisted to interview we will require you to provide proof of your right to work in the UK at that stage.
About Homes England
CEO: Peter Denton
Revenue: $100 to $500 million (USD)
Size: 1001 to 5000 Employees
Type: Government
Website: www.homesenglandcareers.co.uk
Year Founded: 2008