What you will do:
As the Lead Modelling Analyst, you will have wide ranging responsibilities and will play a vital role in the deliveries of the Model Development Team as it meets the evolving needs of the Bank.
• Heavily involved in the development of business-critical statistical credit risk models
• Support the development of application and behavioural scorecards
• Support with PD, EAD, LGD & modelling
• Impairment (IFRS9) modelling using the above and suitable SICR criteria
• Assist with the development, monitoring and reviewing of credit risk models
And... we are a bank so risk is a part of everything we do. We love people who take responsibility, do the right thing for customers, colleagues and Metro Bank and have the ability to call out any concerns.
What you will need:
• Knowledge of predictive modelling and programming techniques ideally with SAS
• Proficient in Microsoft Office suit...
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