Why apply for this role?
Credit Scoring and Capital Management are essential tools in risk management. They are used extensively across the company to manage the risk of decisions made by the business. You will join our Decision Science team, developing and managing risk models. You will be right at the heart of what we do.
As a Senior Quantitative Analyst, you will be leading your own model development projects from inception through to delivery. You will utilise mathematical and technical methodologies to provide quantitative analysis – supporting management, other risk departments and business portfolio teams. Your fantastic communication skills will provide senior management with the confidence and required understanding of the models to allow their smooth and rapid implementation
What you will be doing
- Leading projects to develop risk models which support the business in managing customer lending and calculating capital requirements
- Communicating with the local business units to understand requirements to ensure that models and model management deliver on these
- Producing project plans and reviewing progress, taking mitigating action where necessary
- Providing clear documentation of the model development to support model approval and implementation
- Ensuring that outputs are of sufficient robustness to withstand independent scrutiny and questions from external regulators
- Producing and reviewing model monitoring reports, explaining the impact of any changes in model performance to key stakeholders
What we are looking for
- High degree of mathematical literacy, with a 2:1 degree or equivalent in a numerate discipline (for example Maths, Statistics, Sciences, Engineering or Operational Research)
- Track record of successful delivery in a statistical analysis role of similar complexity and level, preferably within a credit risk function
- Experience of building or using statistical models in business environments
- Ability to transform high-level requirements into focused and structured analytics
- Strong SAS programming skills
What else you need to know
Given the recent impact of the Coronavirus outbreak we will be conducting all interviews via telephone or videoconference where possible.
How we will reward you
As well as a competitive salary, you will enjoy a benefits package that you can tailor to your needs.
- Eligible for a discretionary performance-related annual bonus
- Pension with generous contributions of up to 12.5% from us, depending on your own contribution and length of employment with us
- 27 days’ holiday plus bank holidays, with the option to purchase up to 5 contractual days per year
- Voluntary healthcare benefits at discounted rates such as private medical insurance, dental insurance, healthcare cash plan and health assessments
- Benefits supporting you and your family, such as death-in-service benefit, income protection, and voluntary life assurance and critical illness cover
- 24/7 access to an online employee discount platform
- Share in our success by investing in our Sharesave and Partnership shares plans
- Support your favourite causes through charitable giving and our community partnerships
We are an equal opportunities employer. When we talk about diversity, we do not just want to pay lip service. Our customers come from a wide range of backgrounds, and so do our people. It is important to us that we create an inclusive culture where everyone counts, and we particularly welcome applications from different underrepresented groups.
For more information on our commitment to equal opportunities, please visit our diversity page.