What you will do:
As the Lead Manager for Analytics and Modelling, you will lead the strategic management of credit risk across both retail and commercial customers through the provision of quantitative analysis and reporting, developing a robust stress testing and forecasting framework, leveraging complex modelling and technical methodologies, to support the bank’s strategic objectives.
• Lead the production of cross-bank highly complex and technical credit risk reporting suites including but not limited to
ICAAP, P2A, P2B, forecasting, annual budgeting processes, and the banks long term plan. Responsible for the accuracy of
these reports, ensuring they are delivered in a timely manner and provide the right level of insight
• Manage a team of direct reports and oversee the deliverables of other colleagues across the wider risk teams, ensuring high
quality team output and being responsible for colleague development and the continued focus of strengthening and
optimising processes as ensuring cross training of key processes within the team to minimise key-person dependencies
• Lead the development, implementation and oversight of the technical forecasting and stress testing approaches, being able
to leverage complex quantitative modelling approaches as part of the strategic objective of strengthening the Banks
forecasting and stress testing framework
• Managing and overseeing the implementation of highly complex credit risk modelling suites, in alignment with the Bank’s
strategic and financial plans
• Oversee the delivery of forecasted and stressed credit risk impairments, including IRB risk weighted assets, for
use in strategic and financial planning, and capital adequacy assessment (ICAAP) – includes working closely with Finance,
Product and Strategy teams to understand inputs into the financial planning process, and with Credit Risk Modelling and
IFRS9 teams to understand credit risk models
• Highlight complex and technical subject matter and support and influence stakeholders to make the right informed decisions
• Develop and lead production of reports and Board level papers for stressed credit risk RWAs and impairments, including
understanding and presenting the drivers of changes and the associated financial impacts
• Liaise with various senior stakeholders across Retail Credit, Commercial Credit and Credit Risk Modelling teams to provide
credit risk insight and stress testing analysis for the ICAAP and business planning and decisions
• Provide expertise and advice to colleagues across the Bank on credit risk RWAs
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:
• Excellent experience in credit risk data analysis with the ability to work with technical data and reporting teams to produce
high quality and well controlled output
• Extensive experience in developing and implementing credit risk impairment and IRB RWA forecasting and stress testing
frameworks
• Extensive knowledge of credit risk management across both retail and commercial portfolios
• Strong understanding of credit risk regulatory requirements with particular focus on IFRS9, credit risk RWAs and ICAAP
• Experienced in using SAS and overseeing others in its use
• Extensive experience in model development, either as a designer, developer or in a validation capacity
• Understand the risks associated with your job and what that means for you, Metro Bank and all our stakeholders
Our promise to you…
• 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!