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Senior IRB Quantitative Analytics Manager | Risk | S4 | London

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Job Description

Job Description

The corporate IRB models team within UK Risk Methodology is responsible for the design, building and implementation of Capital credit risk models to support Santander UK Corporate Banking.

The candidate will be leading a team of Quantitative modellers in developing and maintaining Corporate Rating, PD, LGD and EAD models.

The difference you will make

  • Overseeing the design, build and implementation of Rating, PD, LGD and EAD models for different asset classes, through managing a team of 6 managers and analysts

  • Liaising with Model Users to provide quantitative solutions in timely manner

  • Ensuring models are produced in line with latest Regulatory Guidance

  • Liaising with Internal Validation and Audit functions supplying required analysis and input into the Validation and Audit processes

  • Providing Senior input into model development projects, displaying ability to take ownership and management of tasks to completion

  • Producing and presenting analysis and reports to a high standard to appropriate Governance committees

    What you will bring

  • Experience of managing a team of credit risk quantitative modelers

  • Knowledge of the Capital IRB regulatory framework

    It would be nice for you to have

  • Experience of presenting to variety of stakeholders

  • Coding experience in SAS and/or Python

  • Managing numerous projects in parallel

    What else you need to know

    This role will be based in London with hybrid-based approach to working from home.

Employer Description

At Santander we're driven by our purpose - to help people and businesses prosper. This means we help customers to create change for themselves and those around them, and we champion businesses to grow sustainably. We do this by always living our values of Simple, Personal and Fair.

At Santander, we each take personal responsibility for managing risk by embracing the I AM Risk framework - to Identify, Assess, Manage and Report risks, and to continuously build a deeper understanding of the risks we face. It is an important part of our culture at Santander and we will provide you with knowledge to help you manage risks in your role.