At Close Brothers we look to recruit individuals from all different backgrounds and encourage you to apply even if you don’t tick every box. We celebrate diversity, promote inclusivity and are open to discuss flexible work options to help you balance your work and home life. An exciting opportunity to join Close Brothers through their credit modelling journey. The role will involve managing existing statistical models and developing new models, understanding new and existing data sources and ensuring model compliance against regulatory standards.
RESPONSIBILITIES
- Play a key role in the design, development, implementation and maintenance of IFRS9 Credit Risk models, leading specific defined pieces.
- Take ownership for the delivery of individual model development and maintenance tasks, anticipating constraints and risks to plans and taking mitigating actions.
- Act as a modelling expert throughout the development lifecycle with all stakeholders; be recognised as a consistent source of business insight through modelling solutions.
WE WOULD LOVE TO HEAR FROM YOU IF YOU HAVE:
- Experience in the development of IFRS9 credit risk models in banking, ideally including scorecards or PD/EAD/LGD models.
- Knowledge of credit risk management techniques.
- Experienced in the extraction and manipulation of data to support risk model development and modelling software tools (e.g. SAS, Python, R) for developing predictive model suites, including on large datasets or time series of data.
IT IS NOT ESSENTIAL BUT IT WOULD BE GREAT IF YOU:
- A degree in a numerate subject with knowledge of advanced statistical and analytical techniques.
We are an inclusive organisation and committed to ensuring our recruitment process is as accessible as possible to everyone. We will make adjustments for people who have a disability or long-term condition. If you need the job description or application form in an alternative format or would like to discuss the recruitment process with us, please email us at recruit.ssc@closebrothers.com or request a call back.