Risk Modelling Manager Risk Modelling Manager …

RBS
in Edinburgh, Scotland, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
RBS
in Edinburgh, Scotland, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
RBS
Risk Modelling Manager


Join us in Edinburgh, Manchester or Birmingham as a Risk Modelling Manager

  • If you have good team leadership experience, this is a chance to take on a role with significant responsibility
  • In this key role, you'll lead a team of highly specialised analysts in the development and maintenance of quantitative models used in the bank's risk frameworks
  • You'll be supporting a clearly defined and effective framework within which models are developed and maintained in a controlled manner, mitigating excessive model risk
  • This role is open for applications from Wednesday 13th May and closes on Friday 12th June 2020
  • We're offering a competitive salary for this role


What you'll do

As a Risk Modelling Manager, you'll be leading, managing and developing a team of highly technically skilled managers and model developers. Alongside this, you'll be providing business and other stakeholders with advice and support on model use, model impact and model implementation.

You'll also be:

  • Supporting regulatory engagement and internal governance in relation to risk models and model frameworks
  • Supporting the business through developing and maintaining risk and decision-support models
  • Delivering analytics and performance MI relating to the models and the development of new and enhanced approaches in support of improved business and customer outcomes
  • Managing model proposals developed by the team as they pass through phases of review and implementation by other functions making sure this is controlled and efficient
  • Developing the team, including coaching on model, methodology, best practices definition, delivery of senior management ready material and subject matter expert engagement


The skills you'll need

To succeed in this role, you'll need broad experience of working in a modelling function or a related quantitative function, part of which in a retail or wholesale banking environment. You'll also be educated to degree level in a numerate discipline with experience in data driven analysis and statistical or mathematical modelling, and exceptional writing skills.

We'll look to you to bring knowledge of wholesale IRB and IFRS9 models, stress testing models, and machine learning techniques for wholesale credit. And, you'll need knowledge of Python or a similar language, SQL and database knowledge, and statistics or quantitative knowledge.

You'll also demonstrate:

  • Experience of the development and practical application of risk models, including scoring and model monitoring
  • Extensive banking or financial services experience
  • Broad experience of risk systems, methodologies and processes in a retail or wholesale bank environment
  • Experience of managing a highly technically skilled team
  • Strong project management skills and the ability to work as part of a team, sharing ideas and learning from others
  • The ability to translate complex and statistical techniques into simple, easily understood concepts
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