Specialist in Personal Models


We’re at our best when we have something to drive us forward, a belief that underlines who we are and what we do. Our Purpose. We want to make people happier about money – and that idea starts with every single one of us here. Feeling Insatiably Curious about your next adventure? You might have just found it.

We need our Risk team to make sure that we are a responsible and safe pair of hands for our customers’ and investors’ money.  We are looking for someone who shares our passion to build a better kind of bank and has the determination to help us be successful in this mission.

As part of the Personal Models team you’ll help to secure the foundations of our business decisions by providing quantitative and qualitative analysis across our model suite.

Here’s what you’ll be doing…

  • Leading model developments and analysis; providing input into the scoping, design, development, validation and implementation of personal models, in line with Bank standards and regulatory compliance requirements
  • Providing high quality model documentation and recommendation papers to governance committees – keeping it straightforward
  • Supporting the coaching and development of Risk Analysts within the team
  • Gain support for model changes from key stakeholders and participating in and facilitate networks internally and across the wider Bank
  • Carrying out data manipulation and extraction and subsequent actionable analysis from a variety of sources

There are a few essentials you need to bring…

  • Experience of statistical model building or validation
  • Highly analytical with a good degree in a numerate discipline subject (e.g. maths, statistics, economics etc)
  • Excellent data mining skills
  • Coding experience with statistical software such as SAS, R, Phyton
  • Excellent data interpretation and presentation skills
  • Excellent report writing skills, ideally for a Model Risk Committee or equivalent

It’s a bonus if you have (but not essential)…

  • Good knowledge of Credit Risk Modelling (including PD, EAD and LGD models)
  • Or good knowledge of any of the following:        
    • Financial models
    • Banking Book Pricing models
    • Operational Risk models
    • Banking Book Stress Testing models
  • Knowledge of the Basel Capital Requirements Regulation
  • Knowledge of methods such as regression modelling
  • Coaching/mentoring experience

We’d really like you to have the skills and experience listed in the essentials you’ll need to bring section above, but the rest is just our wish list, so please don’t let that put you off applying, we’d love to hear from you!