SCUK Quantitative Analytics Manager

Development for the following IRB (Internal rating based) models in accordance with internal policies and standards:

Rating, PD, LGD and EAD models

Stress testing models

Production of model documentation and reports in accordance with internal standards; this includes:

Writing thorough model development documents - technical and business using MS word

Generating reports relating to the models using SAS/R and excel

Manage the ongoing model maintenance (calibration) and monitoring once IRB is in BAU

Proactively designing and improving models for business use; this includes understanding the nature and change of business, proactively managing discussion with business and other stakeholders

Challenge and improvise efficiency of the models and their performance; keeping the models up to date with regulations and as well as business requirement

Analyse and work on the impact on model performance due to changes in business activity, market and/or economic performance

Providing input to the ongoing regulatory self-assessment for IRB; Coordinating responses from various stakeholders on regulatory requirements on IRB topics and assessing their compliance status

Supporting the provision of data on model testing and monitoring; this includes

Regular monitoring of the models using SAS/R and excel

Testing the input and output of the models and its performance using SAS/R and excel

Support remediation activities of IRB gaps - reviewing and understanding of the gaps in relation to the regulatory requirements and delivering prudent measures to remediate those

Ad hoc model testing and recalibration of the models based on monitoring results and remediation requirements

Represent SCUK on the appropriate internal and Group committees and forums

Independently present the monitoring results and associated appropriate measures to the various stakeholders

Adhering to our commitment to Consumer Duty ensuring we put our Customers' needs first and set higher and clearer standards of consumer protection