Senior Analyst

Description:

We are looking for a driven and enthusiastic individual to join the modelling team in an exciting and fast paced environment!

You will be responsible for the reporting of Corporate & Commercial model performance MI, periodic developments of new models and maintenance of existing models for use in operational decision-making, IRB regulatory capital calculation and IFRS9 impairment provision.

In this role, you will:

• Maintain IFRS9 model refresh activities.

• Produce Model Performance Monitoring for IRB and IFRS9 models.

• Support model validations and audits, periodic recalibration exercises, developments of new models and maintenance of existing models.

• Focus on data management and process improvement.

• Support development and training for junior members on the team.