Job Details

Senior IRB Quantitative Analytics Manager


Posted: 18 hours ago


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The corporate IRB models team within UK Risk Methodology is responsible for the design, building and implementation of Capital credit risk models to support Santander UK Corporate Banking.

The candidate will be leading a team of Quantitative modellers in developing and maintaining Corporate Rating, PD, LGD and EAD models.

The difference you will make

  • Overseeing the design, build and implementation of Rating, PD, LGD and EAD models for different asset classes, through managing a team of 6 managers and analysts

  • Liaising with Model Users to provide quantitative solutions in timely manner

  • Ensuring models are produced in line with latest Regulatory Guidance

  • Liaising with Internal Validation and Audit functions supplying required analysis and input into the Validation and Audit processes

  • Providing Senior input into model development projects, displaying ability to take ownership and management of tasks to completion

  • Producing and presenting analysis and reports to a high standard to appropriate Governance committees

What you will bring

  • Experience of managing a team of credit risk quantitative modelers

  • Knowledge of the Capital IRB regulatory framework

It would be nice for you to have

  • Experience of presenting to variety of stakeholders

  • Coding experience in SAS and/or Python

  • Managing numerous projects in parallel

What else you need to know

This role will be based in London with hybrid-based approach to working from home.

Would consider candidates seeking alternative work patterns e.g. part time.

How we will reward you

  • Eligible for a discretionary performance-related annual bonus

  • Pension with generous contributions of up to 12.5% from Santander, depending on your own contribution and length of employment with us

  • 30 days' holiday plus bank holidays, which increases to 31 days after 5yrs service, with the option to purchase up to 5 contractual days per year

  • £6,000 car allowance per year

  • Company funded individual private medical insurance

  • Voluntary healthcare benefits at discounted rates such as private medical insurance for your family, dental insurance, healthcare cash plan and health assessments

  • Benefits supporting you and your family, such as death-in-service benefit, income protection, and voluntary life assurance and critical illness cover

  • Share in Santander's success by investing in our share plans

Learn more about our benefits and family friendly policies#ThePlaceToBeYourself - Everyday Inclusion at Santander

We are committed to making sure all our colleagues feel they belong and are supported to succeed. Our customers come from a wide range of backgrounds, and so do our people, so we welcome applications from across society.

You can find out more about how we're embedding an inclusive culture that encourages our people to bring their full and authentic selves to work on our Inclusion and Belonging page.

A bit more about Santander

At Santander we're driven by our purpose - to help people and businesses prosper. This means we help customers to create change for themselves and those around them, and we champion businesses to grow sustainably. We do this by always living our values of Simple, Personal and Fair.

At Santander, we each take personal responsibility for managing risk by embracing the I AM Risk framework - to Identify, Assess, Manage and Report risks, and to continuously build a deeper understanding of the risks we face. It is an important part of our culture at Santander and we will provide you with knowledge to help you manage risks in your role.

What to do next:-

If this sounds like a role you're interested in, then please apply.

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Job Details

London, United Kingdom