Job Description

is all about bringing the best out in our colleagues, and making sure everyone feels valued, respected, seen and included. We strongly believe in a and to find the very best person for the job, we always look across a wide range of diverse .

What you will do:

• Own and deliver against the model development and periodic review plan for stress testing models

• Ensure the model development and periodic model review documents are accurate, clear, concise, and complete before submitting to the Model Governance Committee (MGC) and Model Oversight Committee (MOC)

• Nurture the relationship with key stakeholders such as the model owners and model sponsors, as well as colleagues within the credit risk model development team, model governance team, Finance and Treasury

• Make sure that the models are appropriately tested once implemented

• Confirm that all model related actions are appropriately addressed within the agreed timeframes. This includes actions raised by the Independent Model Validation (IMV) team, the Internal Audit (IA) team, and external auditors

• Conduct control testing as part of the wider credit risk model development team\'s annual Risk and Controls Self-Assessment (RCSA)

And... we are a bank so risk is a part of everything we do. We love people who take responsibility, do the right thing for customers, colleagues and Metro Bank and have the ability to call out any concerns.

What you will need:

• Understand the risks associated with your job and what that means for you, Metro Bank and all our stakeholders

• Experience working within Credit Risk Modelling

• Knowledge of stress testing and ICAAP, IFRS9, Pillar 1, Pillar 2A, and Pillar 2B capital requirements

• Sound understanding of financial products, risk management, CRR and PRA regulatory requirements

• Expert knowledge of SAS - significant experience in the use of SAS, ideally in a risk environment, to manipulate and process large datasets, making use of relevant procedures and language

• Proficiency in Microsoft Office tools such as Excel, Word, and PowerPoint

• Experience in coaching and managing team members

Our promise to you\xe2\x80\xa6

• We will make sure that you are well-rewarded by providing you with a competitive salary, discretionary annual bonus, and a wide range of benefits, including generous holiday allowance, attractive pension scheme, healthcare, life assurance, and a number of colleague discounts!

• We will give you the training to ensure you succeed in your role and plenty of internal opportunities to progress your career (around 40% of our recruitment comes from internal promotions!).

• We are also all about balance so most of our jobs offer the opportunity for hybrid working built around your role and home life, wherever possible.

Important Footnote

Diverse teams really are the best teams. We know that candidates (especially women, research tells us) may be put off applying for a job unless they can tick every box. We also know that \'normal\' office hours aren\'t always doable, and while we can\'t accommodate every flexible working request we are happy to be asked. So if you are excited about working with us and think you can do much of what we are looking for but aren\'t sure if you are 100% there yet\xe2\x80\xa6 why not give it a whirl? Please note that sometimes we may close a job earlier for applications if we are inundated with amazing candidates.. Good luck!
#LI-Loveyourjobatlast #LI-Hybrid#LI-REMOTE

Closing Date:

28/09/2023

Job ID:

Metro Bank #20110

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Our purpose is to accelerate gender equality in the workplace through the power of flexible working...

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