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.
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.