Lead Modelling Analyst

Team Risk and Credit

Location Holborn Office

County Central London

Ref # 15449

Closing Date 20-Jun-2022

Can you share your amazing SAS programming skills? Do you have a strong eye for detail? Would you like to join one of the fastest growing British Banks? If yes, then we may have the role for you!

As a Lead Modelling Analyst, you will be responsible for the development of business critical statistical credit risk models. The role is focused on developing IFRS9 and AIRB compliant models. You will work closely with the business to establish the requirements and support the planning and delivery of projects. Additionally, this role will also be focussing on Monitoring as well. This role is a crucial role within our risk team, the risk team keep Metro Bank’s customers colleagues safe. 

Most of our jobs offer the opportunity for hybrid / remote working. Ask your recruiter for more details.

So what would you be doing?...

• Developing and monitoring statistical credit risk models including, origination and behavioural scorecards, Basel (PD, EAD, LGD), impairment (IFRS9) and stress testing models
• Supporting planning and delivery of projects
• Being responsible for the provision of model documentation, implementation and subsequent monitoring
• Championing Metro Bank’s incredible culture and values 

You need to be this kind of person…

• Passionate about providing unparalleled levels of service and convenience for customers
• Prepared to stick at something - we get nervous if someone has jumped from job to job as we want people who are prepared to learn and grow 
• Able to work and learn quickly in a fast paced, fun and dynamic environment
• Care about doing a great job and exceeding expectations with the quality of what you do

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 courage to call out any concerns.

We always support colleagues to develop their skills. But to be successful in this job you really do need to already be able to do most of these wonderful things...

• Understand the risks associated with your job and what that means for you, Metro Bank and all our stakeholders
• Naturally, you will have experience working as a Risk Analyst in model development
• It would be helpful if you have financial services experience although it is not essential 
• In order to be amazing in this role, you need to have an excellent knowledge on SAS programming 
• We need you to have experience of analytical techniques to develop and/or monitoring scorecards, Basel (PD, EAD, LGD) and/or impairment (IFRS9) modelling 
• You need to be ready to develop new models on your own or challenge existing models in annual model reviews and monitoring

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… 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!


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