Modelling Contractor [United Kingdom]

 

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National Westminster Bank
One year Modelling contract
Location: Hybrid/Bishopsgate
MODELLING CONTRACTOR - PD model development for a large corporate wholesale portfolio.
Key Responsibilities
Development and documentation of effective and compliant credit risk models, including IRB, IFRS9, stress and credit decision models
Drive/ Lead model development projects, including interaction with users, technology, and other stakeholders
Provide clear analyses
Actively identify opportunities for improvement, both in terms of the models and measures produced, and the approaches and processes used within the team
Day to day operational supervision of analysts in the team
Experience and skills required
Qualified to degree level in a numerate discipline with experience in data driven analysis and statistical/mathematical modelling [at least Bachelor, Master preferred]
Experience of the development and practical application of IRB and/or IFRS9 models
Understanding of the banking industry, its risk management, and the regulatory requirements
Project management skill and the ability to work as a team and with stakeholders
Ability to explain and technical subject matter to a non-technical audience
Ability to produce well-written documentation

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