Decision Science Manager - FTC
This is a maternitiy cover role within the Decision Science team, an analytical function within Group Risk that manages the full credit lifecycle of models.
The jobholder will be responsible for:
- Supporting the banks ALM initatives working alongisde the Head of Market and Liquidity Risk
- Development, Validation, Governance, Documentation, embedding analytic methodologies, tools and processes enabling ICAAP/stress testing, economic forecast and scenarios.
- Perform R&D activities to explore and develop innovative models with a focus on Machine Learning techniques, random forests, NLP, supervised learning etc.
- Support bank-wide programs such as IFRS9 forecasting, model governance, capital allocation.
The key values of the role are:
- Personal - Establish constructive working relationship with stakeholders and colleagues across the bank including Group Risk, Finance, IT and the franchises.
- Personal - Coach and train junior team members and support other areas education as required to help embed risk culture across the bank.
- Practical - Have solid knowledge of credit scoring and risk rating, impairment forecast, econometric modelling, IRB models and capital requirement methodologies to create and assess high quality solutions
- Creative – Consider the evolving regulatory landscape in our decisions around Validation, AI, Machine Learning and IRB to create bespoke solutions that benefit the bank.
Qualifications
Skills & Experience
- Proven experience of governance and analytics in financial services or equivalent
- Understanding of the regulatory environment affecting financial service companies
- A broad understanding of quantitative methods, governance and oversight
- Substantial experience in credit risk and capital adequacy
Technical
- Advanced modelling and analytics skills
- Strong SAS skills
- Strong Microsoft skills in Excel, Word and Power point. VBA experience would help
- Python/SQL experience would help
- Ability to convert numbers to meaningful data
- Strong analytical background with advanced modelling experience in regression, econometrics, time series, simulations and optimization.
- Good knowledge of credit scorecards, capital and impairment would be a plus.
Interpersonal
- Positive mindset and can-do attitude
- Self-starter and energized
- Determined to seek for solutions when facing challenges
- Resolve challenges through collaboration and teamwork
- Clear communication to business colleagues, good verbal and written skills
- Effective as a team leader and player
- Ability to explain results to technical and non-technical colleagues
- Effective time management, personal efficiency and project management
Additional Information
Your Wellbeing - We take your health and well-being very seriously by providing a range of benefits to give you and your family peace of mind. These include:
- Market leading family friendly policies such as access to our Maternity, Adoption and Paternity policies from Day 1 of your employment
- Free access to Headspace, a mindfulness & meditation digital health app
- Free access to Peppy digital health app that offers personalised support through fertility treatment becoming a parent or menopause
- EAP (Employee Assistance Programme) - Offering you support on a wide range of subjects including financial concerns, mental wellbeing and more general queries around family, work, housing, and health
- Cycle to work scheme
- Discounts on gym membership
- Contributory pension scheme & death in service
Your Lifestyle - It’s important you strike the right balance between your work and personal life. We provide benefits to support you when at work and when you’re enjoying your leisure time.
- Minimum of 27 days holiday per year
- Option to buy or sell holiday days through our flexi-holiday scheme
- Discounts on gym membership nationwide
- Access to discounts on a range of high street and online brands
- Community support and charitable giving
Your Contribution - We’re focused on rewarding those that go the extra mile in helping us achieve our goals.
- Participation in our annual discretionary bonus scheme designed to reward your contribution to our success
- Proudly Shawbrook recognition scheme focused on recognising our role models and thanking our colleagues for a job well done