Senior Analyst, Commercial Capital Models

Royal Bank of Scotland (RBS)
Posted

This vacancy is no longer advertised

Join our Risk Analytics & Models function in Edinburgh as a Senior Analyst

  • This is an exciting opportunity for a Senior Analyst to join our Commercial Capital Models team, part of Risk Analytics & Models in our Enterprise Wide Risk function
  • It's a varied role which will see you developing and maintaining Basel models for business areas such as Commercial, Lombard, and RBS Invoice Finance
  • You'll be well positioned to raise your profile, with the chance to collaborate with highly skilled colleagues across the Risk community
  • We believe that flexible working can make a real difference to your wellbeing and professional development, which is why we offer a range of flexible working arrangements

What you'll do

You'll be joining our Stress Testing and Commercial Capital Models team within Risk Analytics & Models. Sitting within the Risk Management division, the Commercial Capital Models part of this team is responsible for developing and maintaining Probability of Default, Exposure at Default and Loss Given Default Capital models for UK and Ireland commercial portfolios.

You'll use your analytical talents to take forward the design, development and implementation of analytical and modelling projects. Through strong engagement with our key stakeholders, you'll ensure that the support we provide meets the requirements of the business. As such, you'll become an integral and active team member who will help to build and maintain our strong collaborative ethos.

Day-to-day, you'll be:

  • Working on the scoping, design, build and maintenance of Basel models, for UK and Ireland commercial portfolios
  • Interacting with stakeholders on the various downstream uses of Basel models
  • Supporting the management of on-going analytic projects
  • Developing and maintaining effective relationships with key stakeholders to ensure the effective delivery of projects
  • Assisting with the implementation and post-implementation review of the final models

The skills you'll need

To succeed in this role, it's essential that you're degree level educated in a numerical related discipline that deals with statistical concepts. Ideally, you'll have practical experience in statistical modelling development for risk management, like Basel models or operational scorecards with a language such as SAS, SQL or similar.

We'll also be looking for you to demonstrate:

  • The ability to identify issues and trends from data and create analytical solutions
  • A collaborative approach in order to plan and organise workloads to meet agreed targets
  • Great interpersonal skills, with the ability to engage and motivate other team members
  • Proficiency in MS Office applications, with an understanding of how spreadsheets and data packages can be used to analyse numerical data
  • Excellent communication skills, including an ability to discuss complex analytical ideas with non-technical colleagues in a meaningful way
  • Top class stakeholder management

How we'll reward you

In return, we offer a competitive salary plus 25% cash and benefit funding programme that can be tailored to suit your individual needs. In addition, we provide a wide selection of exclusive lifestyle offers, development and learning programmes, services and support designed to help you manage and balance your work/life priorities.

Visit our for more information on the benefit packages we offer.

Inclusion

At RBS, we want everyone to feel welcome, regardless of your background or needs. If you need adjustments making to your working environment, we’ll do everything we can to support you. As part of this commitment, we offer flexible working options for some of our roles - .

As a Financial Services organisation we comply with and support the requirements set by our Regulator, the Financial Conduct Authority (FCA), which are designed to protect our customers. This role falls under Conduct Rules of the Individual Accountability Regime (IAR) and is subject to pre-employment screening. This means if your application is successful, you’ll need to satisfy some important background checks before you can start working with us. These will include a full credit check, a criminal record check, residency and right to work checks.

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