Decision Science Manager FTC

This is a maternitiy cover role within the Decision Science team an analytical function within Group Risk that manages the full credit lifecycle of models.

The jobholder will be responsible for:

• Supporting the banks ALM initatives working alongisde the Head of Market and Liquidity Risk
• Development Validation Governance Documentation embedding analytic methodologies tools and processes enabling ICAAP/stress testing economic forecast and scenarios.
• Perform R&D activities to explore and develop innovative models with a focus on  Machine Learning techniques random forests NLP supervised learning etc. 
• Support bank-wide programs such as IFRS9 forecasting model governance capital allocation.  

The key values of the role are:

• Personal - Establish constructive working relationship with stakeholders and colleagues across the bank including Group Risk Finance IT and the franchises.
• Personal - Coach and train junior team members and support other areas education as required to help embed risk culture across the bank.
• Practical - Have solid knowledge of credit scoring and risk rating impairment forecast econometric modelling IRB models and capital requirement methodologies to create and assess high quality solutions
• Creative Consider the evolving regulatory landscape in our decisions around Validation AI Machine Learning and IRB to create bespoke solutions that benefit the bank.

Qualifications :

Skills & Experience

• Proven experience of governance and analytics in financial services or equivalent
• Understanding of the regulatory environment affecting financial service companies
• A broad understanding of quantitative methods governance and oversight
• Substantial experience in credit risk and capital adequacy

Technical

• Advanced modelling and analytics skills
• Strong SAS skills
• Strong Microsoft skills in Excel Word and Power point. VBA experience would help
• Python/SQL experience would help
• Ability to convert numbers to meaningful data
• Strong analytical background with advanced modelling experience in regression econometrics time series simulations and optimization.
• Good knowledge of credit scorecards capital and impairment would be a plus.

Interpersonal

• Positive mindset and can-do attitude
• Self-starter and energized
• Determined to seek for solutions when facing challenges
• Resolve challenges through collaboration and teamwork
• Clear communication to business colleagues good verbal and written skills
• Effective as a team leader and player
• Ability to explain results to technical and non-technical colleagues
• Effective time management personal efficiency and project management

Additional Information :

Your Wellbeing - We take your health and well-being very seriously by providing a range of benefits to give you and your family peace of mind. These include:

• Market leading family friendly policies such as access to our Maternity Adoption and Paternity policies from Day 1 of your employment
• Free access to Headspace a mindfulness & meditation digital health app
• Free access to Peppy digital health app that offers personalised support through fertility treatment becoming a parent or menopause
• EAP (Employee Assistance Programme) - Offering you support on a wide range of subjects including financial concerns mental wellbeing and more general queries around family work housing and health
• Cycle to work scheme
• Discounts on gym membership
• Contributory pension scheme & death in service

Your Lifestyle - Its important you strike the right balance between your work and personal life. We provide benefits to support you when at work and when youre enjoying your leisure time.

• Minimum of 27 days holiday per year
• Option to buy or sell holiday days through our flexi-holiday scheme
• Discounts on gym membership nationwide
• Access to discounts on a range of high street and online brands
• Community support and charitable giving

Your Contribution - Were focused on rewarding those that go the extra mile in helping us achieve our goals.

• Participation in our annual discretionary bonus scheme designed to reward your contribution to our success
• Proudly Shawbrook recognition scheme focused on recognising our role models and thanking our colleagues for a job well done

Remote Work :

No

Employment Type :

Full-time