- Edinburgh, Scotland, United Kingdom Edinburgh Scotland GB
- Permanent, Full time
- 17 Mar 18 2018-03-17
See job description for details
Join us in Belfast or Edinburgh as a Senior Analyst
- You'll be joining Retail Capital Models, our centre of excellence for statistical modelling that offers an excellent induction and training programme
- This is an opportunity to build and develop your statistical modelling skills and further your career as you get involved in a range of projects
- You'll be well positioned to raise your profile, as you collaborate with highly skilled colleagues across the Risk arena
- Flexible working is available as part of this role
What you'll do
In this role, you'll be working with the banks Basel and IFRS9 models, developing new, and maintaining existing models used in the bank's credit risk framework. These models will be specifically based around the bank's retail and business banking products, such as mortgages, and will be used to assess capital and provision allocation, as well as to inform on risk appetite.
Your key deliverables will include:
- Developing and maintaining a suite of robust, effective and compliant statistical models producing measures of PD, EAD and LGD
- Assisting with the review of the model proposals developed by the team as they pass through phases of review by other functions
- Producing clear and well presented analysis and actionable MI covering all aspects of risk model performance
The skills you'll need
You'll be an experienced analyst, able to draw on your experience of risk systems, methodologies and processes in a retail and commercial bank environment. You'll pair this with your experience in data driven analysis and statistical and mathematical modelling.
Experience of scorecard development would be ideal, along with experience using SAS or SQL programming languages, ideally on large data-sets in a mainframe or server environment.
We'll also be looking for you to demonstrate:
- An understanding of statistical techniques, credit reference data, and system tool-sets, and how they are applied appropriately for the benefit of the bank and its customers
- Knowledge of credit scoring
- Impeccable interpersonal and communication skills, as you'll be delivering presentations and articulating technical information
How we'll reward you
In return, we offer a competitive salary plus 25% cash and benefit funding programme that can be tailored to suit your individual needs. In addition, we provide a wide selection of exclusive lifestyle offers, development and learning programmes, services and support designed to help you manage and balance your work/life priorities.
Visit our reward and benefits page for more information on the benefit packages we offer.
At RBS, we want everyone to feel welcome, regardless of your background or needs. If you need adjustments making to your working environment, we'll do everything we can to support you. As part of this commitment, we offer flexible working options for some of our roles - find out more .
As a Financial Services organisation we comply with and support the requirements set by our Regulator, the Financial Conduct Authority (FCA), which are designed to protect our customers. This role falls under Conduct Rules of the Individual Accountability Regime (IAR) and is subject to pre-employment screening. This means if your application is successful, you'll need to satisfy some important background checks before you can start working with us. These will include a full credit check, a criminal record check, residency and right to work checks.