Risk Modelling Manager


    Location
    Edinburgh
    Date

    NatWest

    Join us as a Risk Modelling Manager

    • This is a key role where we’ll look to you to lead the development and maintenance of quantitative models used in the bank’s risk frameworks
    • You’ll have the chance to oversee the day-to-day operation of analysts in your team, giving depth and variety to your development
    • You’ll be joining a team with a collaborative culture in a fast paced and high profile role

    What you’ll do

    As a Risk Modelling Manager, you’ll be integral in the design, development and maintenance of effective and compliant statistical risk and decision support models and related analytics. You’ll be leading a team of highly technically skilled analysts and model developers, making sure that you support their ongoing coaching and development.

    You’ll also be:

    • Providing the business and other stakeholders with advice and support on model use, model impact and model implementation
    • Supporting regulatory engagement and internal governance in relation to risk models and model frameworks
    • Supporting the business through developing and maintaining risk and decision-support models
    • Providing actionable MI on all aspects of model performance
    • Assisting your team manager with setting objectives for analytical resource and assessing performance

    The skills you’ll need

    We’re looking for someone with experience of working in a modelling function or a related quantitative function, part of which is from a retail or wholesale banking environment. You’ll also be qualified to degree level in a numerate discipline with a background in data driven analysis and statistical or mathematical modelling.

    To be successful in this role, you’ll also need:

    • Experience of the development and practical application of risk models, including scoring and model monitoring
    • Extensive banking and financial services experience
    • A broad background of risk systems, methodologies and processes in a retail or wholesale bank environment
    • Strong project management skills and the ability to work well as part of a team, sharing ideas and learning from others
    • The ability to translate complex and statistical techniques into simple, easily understood concepts
    • Excellent problem solving skills and the ability to identify alternative solutions