This list contains only the countries for which job offers have been published in the selected language (e.g., in the French version, only job offers written in French are displayed, and in the English version, only those in English).
This is an excellent opportunity which will enable successful candidate to lead a high performing team to drive the Group's approach to impairment forecasting, and provide insights to senior management. The Loan Loss Forecasting team develops methodologies to support the Group in achieving sustainable profits. We do this through key strategic processes including scenario analysis and stress testing (ICAAP) and producing insights for key partners. Externally, the team interacts with regulators, industry bodies, peer banks and consulting firms to ensure alignment with the latest trends in industry practice.
Job Responsibility:
Lead a team in the execution and development of ICAAP models for Forward-looking Scenario Analysis and Stress Testing to meet ICAAP, regulatory stress testing exercises (EBA Stress Tests), Reverse Stress Testing and Recovery Planning requirements
Provide insights to Group Treasurer and Head of Direct Capital Management on impact to ICAAP impairment forecasting
Engaging with colleagues in other areas to source key model inputs and to monitor and plan potential model changes
Prepare documentation for model developments, validation and lifecycle activities
Identify and deliver opportunities for increased productivity in the team's modelling activities via efficiencies in model design, execution and automation
Requirements:
3rd level qualification (Bachelor's Degree or equivalent), preferably in a quantitative, business or finance related discipline
Management experience in leading high performing teams
A background in data analytics, quantitative finance or risk management
Strong experience relating to the calculation of ECLs (IFRS9) and RWA or similar
Strong technical skills including previous experience in using SAS, Excel, VBA or other programming languages
Strong verbal and written communication skills with ability to communicate key messages concisely for senior management
An ability to adapt to new technologies and to conceptualise, plan and implement new ideas
Experience in delivering output to a high standard within agreed deadlines
What we offer:
Flexible working
25 days annual leave
Excellent pension contributions
6 months paid maternity leave
Fertility and surrogacy policy
Working parent supports
Employee assistance program
WebDoctor
Financial wellbeing coaches
Support for educational and professional qualifications