• Leadand support colleagues responsible for checking model data qualitymodel development (methodology and design) checking modelperformance and reporting issues to management and the steeringcommittees.
  
• Developand document high quality credit risk models including probabilityof default exposure at default and loss given default (PD EAD andLGD) including challenger models based on different modellingtechniques (for instance but not limited to machine learningmodels).
  
• Implementthe models into the banks model framework usingPython.
  
• Workwith Finance Treasury and Tech teams to source the relevant dataand checkconsistency.
  
• Developtests estimation and calibration procedures for forecastingmodels
  

• Significantexperience of wholesale modelling (probability of default exposureat default and loss given default models (PD EAD and LGD) with anunderstanding of how models are implemented andused.
  
• Demonstratedability to lead and support Model Development projects and anunderstanding of the endtoend model development as part of themodel lifecycleprocess
  
• Understandingand familiarity with Regulation Requirements primarily UK (PRA) andEU (EBA/ECB) basedregulation.
  
• Proficiencyin manipulation of large data sets and excellent understanding ofcredit risk relateddata
  
• Demonstratedability to explain technical tasks and methodology to a widersometimes nontechnicalaudience.
  
• Comfortableworking with stakeholders of various levels and the ability toadapt your communication styleaccordingly
  
• M.Sc.or Ph.D. in computer science statistics math finance econometricsor similarfield
  
• Handson programming experience in Python building financial orstatistical models. Python experience should include modelimplementations handling largedatasets.
  
• PLEASE NOTE: Candidates who do not have directexperience of Corporate Wholesale/Credit Risk & ModelDevelopment will not beconsidered
  
  

Procurement, vendor management, supply chain,sourcing