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Modelling Analyst

Modelling Analyst

Posted 3 April by OneSavings Bank Plc Easy Apply Ended

We have an exciting opportunity for a Modelling Analyst to join our growing team, here at OneSavings Bank.

OSB are a challenger bank who specialise in specialist lending and retail savings. We’ve experienced significant growth over the last few years, with our UK employee base more than trebling to what is now approaching 500 staff.

We are entering an exciting phase here at OSB where the use of statistical models is expanding, and due to the growth of our business, we require an analytical risk risk professional to help develop, monitor and validate all credit risk models across the group.

As a Modelling Analyst your workload would include:

  • Hands-on modelling of our next generation through the cycle PD, downturn LGD and EAD models to support the accomplishment of an internal Ratings Based capital framework.

  • Maintaining our recently deloped IFRS9 compliant impairment models.

  • Maintaining our recently developed stress testing and impairment forecasting models.

  • Statistical model monitoring of all existing credit risk models, including the existing IRB and IRFS9 models.

  • Other model development (as required) such as: application models, behavioural models, collections and recovery models, deposit pricing model, loan pricing model and pre-payment models.

  • Line manage and coach all direct reports

    Why come to work for us?

    You’d be joining OSB during an exciting time of significant growth, with ongoing opportunity for career progression.

    The added extras

  • The salary associated with the role would be based on your relevant experience, with the range being between £45000 and £50,000.
  • 24 days holiday + bank holidays (can purchase an additional 5 days holiday)
  • Access to discounts from Perkbox
  • An annual 10% discretionary bonus opportunity
  • And many more!

Am I suitable for this role?

You’ll be a motivated and conscientious individual who is able to say 'yes’ to the following questions:

  • Do you have existing experience working within the Financial Services industry?

  • Do you have experience in the development and/or validation of retail credit risk models, including any of the following: PD, EAD, LGD, behavioural scorecards, application scorecards, stress testing models, IFRS9 impairment models?

  • Do you possess excellent SAS programming and data manipulation skills?

  • Have you previously used ggplot2, dplyr, reshape2, srtingr?

    If so and you’re interested in the opportunity to join OSB, please click the 'Apply’ button and send us your CV.

Required skills

  • Financial Services
  • Risk Models
  • Stress Testing

Reference: 33910330

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