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Decision Science Senior Analyst

Shawbrook · London

1 month ago

Not specifiedFull_timecredit riskIFRS9 reportingimpairment modelling

Workplace

Not specified

Employment

Full_time

Location

London

Posted

1 month ago

Summary

This is a senior decision science analyst role supporting the bank's BAU IFRS9 process, credit risk reporting, model changes and performance analysis. The main technical stack includes SAS, Python, SQL, regression, econometrics and time series, while the working arrangement is not specified.

Responsibilities

  • Own and deliver the monthly BAU IFRS9 process
  • Develop and rigorously test production model changes
  • Maintain structured documentation and model change logs
  • Investigate model movements and performance queries
  • Support credit analysis and regulatory reporting
  • Explain analytical results to technical stakeholders
saspythonsqlmicrosoft excelmicrosoft wordmicrosoft powerpointvbaifrs9regressioneconometricstime seriessimulationsoptimizationcredit risk modellingimpairment modellingcapital requirements methodologies
credit riskIFRS9 reportingimpairment modellingcapital requirementsregulatory reportingfinancial services analytics