Model Risk Development, Stress Testing

Join this dynamic and inclusive digital bank with their ambitious growth!

The IFRS 9 and Stress Testing team plays a pivotal role in Model Risk & Analytics, developing and improving stress testing models across portfolios like ICAAP, ACS, and ad-hoc testing. Our client is evolving quickly, and they need someone like YOU to help shape their strategic roadmap, ensuring robust models that align with rapidly growing and evolving business needs.

What You'll Be Doing:

• Leading the development and maintenance of credit stress testing models across Retail & Business portfolios and IFRS 9/IRB modelling environments.
• Driving key projects to enhance SAS-based Stress Testing Engines and analytical tools with a focus on compliance, robust communication, and flawless implementation.
• Collaborating with teams to develop first-class documentation and presentation materials to governance committees for buy-in and stakeholder support.
• Ensuring the ongoing robustness of models through performance monitoring, regular reviews, and embedding improvements based on business and regulatory needs.
• Advocating for continuous improvement, focusing on evolving business requirements, and ensuring stress testing frameworks remain fit for purpose.

What You Need to Bring:

• Proven expertise in stress testing model development, ideally using SAS and R, and a strong foundation in Credit Risk.
• Hands-on experience with IFRS9/IRB model development across multiple credit portfolios, and the ability to apply a strategic approach to model application.
• Exceptional leadership and communication skills-able to simplify complex methodologies and rally internal and external stakeholders to achieve business goals.
• A passion for team collaboration, ensuring inclusivity and respect while delivering outstanding results.

Bonus Points For (but not essential):

• Experience with economic time series analysis
• A deep understanding of prudential IRB and IFRS9 impairment concepts

This is your chance to work with one of the most innovative, inclusive teams, where you can thrive while supporting the company's evolving mission. Ready to lead, create impact, and drive change? Apply today and be part of something amazing!

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.