Modelling Manager

Royal Bank of Scotland (RBS)
Posted

  • Contact: Human Resources
  • Reference: 82813

Join our Financial Risk & Analytics function as a Modelling Manager in Edinburgh

  • This varied role will see you developing and maintaining credit stress testing models for our Wholesale and Commercial business areas
  • You'll learn new coding languages and lead key projects, giving depth and variety to your development
  • 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 use your analytical talents to take forward the design, development and implementation of analytical and modelling projects. Your main modelling focus will be credit stress testing models for the wholesale and commercial portfolio however accommodating exposure to other type of models like IFRS9 will also be possible if of interest to an individual.

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:

  • Leading the development of credit stress testing models which will involve the scoping, design, build and maintenance for commercial and wholesale bank portfolios
  • Developing and maintaining effective relationships with key stakeholders to ensure the effective delivery of projects
  • Contributing to the discussion and providing expert input into the yearly plan
  • Identifying opportunities to improve models and measures
  • Assisting with the implementation and post-implementation review of the final models
  • Managing analytical resource to ensure projects meet quality standards and are delivered on time and within budget
  • Supervising of the work of others and delegating effectively resulting in the achievement of agreed targets

The skills you'll need

We're looking for someone with modelling experience. Credit risk modelling like internal rating based/ IFRS9 models or time series modelling are particularly welcome, but other types of modelling such as financial modelling may also be suitable. Technically we’ll be looking for statistical language skills such as SAS, SQL and Python, but other easily transferable languages such as R will also be considered.

We'll also be looking for you to demonstrate:

  • Strong qualitative skills, with a degree in a numerate discipline, and proven skills in data driven analysis and statistical or mathematical modelling
  • Proven end to end project management skills, although a formal qualification is not necessary
  • Experience managing highly technically skilled model development employees
  • Strong problem solving skills, with the ability to simplify and rationalise complex concepts

How we'll reward you

In return, we offer a competitive salary and you'll also join our retirement savings plan. You can also choose from a selection of protection, healthcare or lifestyle extras from RBSelect, our fully flexible reward programme.

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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