Job Role: Operational Risk Analysts are positioned within the Economic Capital, Stress Testing and Climate team in Risk Analytics.
Responsibilities:
* Developing risk models and strategies to support business decision making and estimation of Regulatory and Economic Capital, Expected Credit Loss for best estimate and Stress scenarios.
* Conducting exploratory and ad-hoc data analysis to generate meaningful customer or portfolio insights;
* Contributing to standards, methodologies and toolsets required to perform analytic activities;
* Designing model methodology and automation of model development processes;
* Extracting, transforming and cleaning data for modelling and analysis purposes;
* Engaging with Business teams to understand how our analytic outputs can support their decision making.
Requirements:
* 3 years' experience in a model monitoring, model development or model validation role. This includes stress testing or economic capital modelling, operational risk modelling, IRB, IFRS 9; loss forecasting, propensity modelling;
* A bachelor's degree in a quantitative discipline (2.1 or higher), e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics.
* An advanced level of SAS or SQL programming – an equivalent level in alternate languages is considered.
About this role: A hybrid working model enables colleagues to balance time between home and office, subject to the needs of customers and business requirements.