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Permanent

Modelling Analyst

Sheffield
money-bag 10000-500000 Annual
Posted Yesterday

Business Unit: Model Risk and Analytics, IFRS 9 and Stress testingSalary range: £26,400 - £33,000 per annum DOE + red-hot benefitsLocation: UK Hybrid (London 1 day a week)Contract type: PermanentOur Team We have an exciting opportunity in our IFRS 9 and Stress Testing team in Model Risk and Analytics. The Model Monitoring Analyst is a key role in the maintenance and performance monitoring of VMUK''s suite of IFRS 9, macro-economic and stress testing models, which are used to forecast loan loss provisions and capital requirements under a range of scenarios, including regulatory stress tests. You''ll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS 9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders.What you''ll be doingMonitor and support the suite of stress testing models and macroeconomic models across Retail and Business portfolios, including IRB and IFRS 9 modelling environments.Develop and maintain Management Information (MI) dashboards in Power BI to track model performance and outcomes.Liaise with the model development team to understand and implement MI requirements.Capture requirements and gather feedback from stakeholders to ensure MI meets business needs.Present findings and insights to governance committees and other stakeholders.Focus on continuous improvement by identifying and ..... full job details .....

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