About the job

We are scaling up our Capital, Impairment and Forecasting modelling team to support the rapid growth and evolution of our portfolio. This role is pivotal for the team as the successful candidate will develop and further enhance our suite of IFRS 9 models (PD, LGD, EAD, macroeconomic models) across both well established and emerging products. Additionally the successful individual will have oversight of model performance, construction of PMAs/model overlays where required, and will have regular interaction with the senior management.

Strong data and analytical skills are a must, as is a deep expertise in credit risk modelling and IFRS 9 provision methodology. Experience in stress testing, IRB modelling, retail credit originations, Net Present Value modelling, Scorecard modelling and Capital are desirable, but not essential.