Jobs
>
London

    SCUK Quantitative Modeller - United Kingdom - Banco Santander SA

    Banco Santander SA
    Banco Santander SA United Kingdom

    4 weeks ago

    Default job background
    Description

    SCUK Quantitative Modeller page is loaded

    SCUK Quantitative Modeller

    Apply locations Redhill time type Full time posted on Posted Yesterday job requisition id Req SCUK Quantitative ModellerCountry: United Kingdom Job Description

    Santander Consumer Finance UK (SCUK) is based in Redhill, Surrey and provides motor finance to a network of dealerships throughout the United Kingdom.

    An exciting opportunity has arisen to work within the Risk Methodology team at SCUK. The Quantitative Modeller will report to the Head of Methodology and will be responsible for the development, monitoring and maintenance of the various quantitative Credit Risk models across the Retail and Wholesale portfolios. Primarily responsible for the various IFRS 9 models, the role will also include admission, behavioural and IRB modelling.

    The role requires substantial practical experience in building statistical models in SAS, along with an understanding of the regulatory knowledge relevant to IFRS 9 and experience of interfacing with external auditors.

    With the above, there is a need for a highly analytical, methodical and organised person who is able to effectively communicate data outcomes to other internal stakeholders of varying levels within the company.

    This role operates on a hybrid model and at least 2 days a week are required in the office in Redhill, Surrey. Remote workers will not be considered.

    What you'll be doing

    • Developing, monitoring and maintaining scorecard and regulatory parameter models required for IFRS 9
    • Developing, monitoring and maintaining any other Risk model requirements relating to provisions, stress testing, securitisations etc
    • Developing and maintaining all required model documentation
    • Supporting the business in the provision of expert statistical and technical advice
    • Developing model monitoring
    • Develop champion challenger programs to constantly look for ways to improve the efficiency of the existing models
    • Being proactive in looking for improvements in data and model methodology to improve model performance
    • Understanding and anticipating the impact on model performance due to changes in business activity, market and/or economic performance
    • Working with the local model owner in specifying data requirements
    • Writing model documentation as part of the internal and external approval process

    What we're looking for

    • Previous experience of designing and building statistical models in a credit risk / financial environment using a variety of techniques including linear and logistic regression
    • Substantial practical experience of using SAS in financial reporting/modelling environment
    • Fully competent in SAS macros and SAS statistical procedures
    • Experience of working with IFRS 9 within a large financial organisation
    • Ability to understand and interpret regulatory standards (e.g. IRB, IFRS 9)
    • Strong experience building credit risk models, including estimation and validation techniques relevant to compliance with IFRS 9
    • High level of mathematical literacy and analytical capability to analyse and assess data, identifying trends and articulating findings in conclusions and potential recommendations to senior management
    • Excellent problem solving skills
    • Ability to work independently using initiative, as well as part of a team `
    • Strong Microsoft Office skills; particularly Excel
    • Strong organisational skills and flexibility to adapt to a changing environment
    • Excellent interpersonal, oral and written communication skills and attention to detail
    • Experience of macroeconomic time-series modelling is also desirable

    We have a range of benefits available which include:

    • Competitive salary of £65 – 80K dependant on experience
    • 30 days holiday per annum, plus bank holidays
    • Annual bonus based on personal and company performance
    • Car allowance
    • Private medical cover
    • Generous pension contributions
    • Employee assistant programme
    • Enhanced family friendly policies
    • Sharesave scheme
    • Discounts on high street brands
    • Local retail discounts

    Equal Opportunities

    Santander Consumer Finance are an equal opportunities employer. Our customers come from a wide range of backgrounds, and so do our people. By reflecting and celebrating diversity in our workforce, we've created an inclusive culture, which adds real value to our business.

    When we talk about diversity, we're not just paying lip service. It's too important. Everyone here is selected, promoted, and treated on their aptitude and skills to do the job, irrespective of their gender, age, disability, race, religion & belief, or sexual orientation. It's a culture where everyone counts, in which the diverse range of backgrounds and perspectives makes us stronger and helps us retain talented people and develop them to their full potential.

    The Santander Effect

    Our work touches 140 million lives every day. How? By always innovating, sharing our experiences, questioning how we do things and adapting to new challenges.

    As we keep reinventing ourselves for the digital age, you'll find that with us, even your smallest action will have a massive impact.

    #J-18808-Ljbffr
  • eFinancialCareers

    Analyst, Quantitative Modeling

    2 weeks ago

    eFinancialCareers London, United Kingdom

    **The Team**:Structured Finance (SF) team is responsible for a vast portfolio of criteria and models spanning ABS, RMBS, CMBS and Structured Credit (including CLO's). The criteria and models that the group develops and maintains help global analystsproduce independent credit rati ...

  • Pontoon

    Quantitative Risk Modeller

    3 weeks ago

    Pontoon London, United Kingdom

    **Job title**: Quantitative Risk Modeller · **Location**: London · **Duration**: 6 months initially · **The role**: · The Market Risk Model Risk and Validation (MRAV) team is responsible principally for providing effective, robust and independent oversight of, and challenge and s ...

  • JPMorgan Chase Bank, N.A.

    Model Review Quantitative Analysis

    2 weeks ago

    JPMorgan Chase Bank, N.A. London, United Kingdom

    As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help the firm grow its business in a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that im ...

  • eFinancialCareers

    Model Validation Quantitative Analyst

    3 weeks ago

    eFinancialCareers London, United Kingdom

    Responsibilities: · - Validation of FRTB IMA models · - Quantitative analysis and review of model frameworks, assumptions, data, and results · - Designing, modelling and prototyping challenger models when required · - Testing models numerical implementations and reviewing documen ...

  • European Bank for Reconstruction and Development

    Principal, Quantitative Analytics Modelling

    1 day ago

    European Bank for Reconstruction and Development London, United Kingdom

    Requisition ID Office Country- United Kingdom- Office City- London- Division- Treasury Department- Contract Type- Fixed Term- Contract Length- 2 years- Posting End Date- 20/04/2023**Purpose of Job** · The Principal, Quantitative Analytic Modelling, is a specialist who performs a ...

  • Harrington Starr

    Quantitative Modeler

    5 days ago

    Harrington Starr london, United Kingdom

    Job DescriptionQuantitative Modeler - Basketball · London based · Competitive salary · I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. The su ...

  • Adway Associates

    Quantitative Modeller

    1 week ago

    Adway Associates Redhill, United Kingdom

    Quantitative Modeller, Motor Finance · **Location**: Surrey/Hybrid · **The Role**: · Reporting to the Head of Methodology you will be responsible for the development, monitoring and maintenance of the various quantitative Credit Risk models across the Retail and Wholesale portfol ...

  • Harrington Starr

    Quantitative Modeler

    3 weeks ago

    Harrington Starr London, United Kingdom

    Job Description Quantitative Modeler - Basketball · Competitive salary · I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. Commercial Python/ ...

  • Harrington Starr

    Quantitative Modeler

    2 weeks ago

    Harrington Starr London, United Kingdom

    Quantitative Modeler - Basketball London based · Competitive salary · I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. Commercial Python/R e ...

  • Harrington Starr

    Quantitative Modeler

    2 weeks ago

    Harrington Starr London, United Kingdom

    Quantitative Modeler - BasketballLondon basedCompetitive salaryI'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. The successful candidate will ...

  • Harrington Starr

    Quantitative Modeler

    2 weeks ago

    Harrington Starr London, United Kingdom

    Quantitative Modeler - BasketballLondon basedCompetitive salaryI'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. Previous quantitative modellin ...

  • Harrington Starr

    Quantitative Modeler

    3 days ago

    Harrington Starr Camden Area, United Kingdom

    Quantitative Modeler - BasketballnLondon basednCompetitive salary · I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. The successful candidate ...

  • Harrington Starr

    Quantitative Modeler

    1 week ago

    Harrington Starr Camden Area, United Kingdom

    Quantitative Modeler - Basketball · London based · Competitive salary · I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. The successful candid ...

  • eFinancialCareers

    Stress Testing Modelling Quantitative Analyst

    3 weeks ago

    eFinancialCareers London, United Kingdom

    Join us as a Stress Testing Modelling Quantitative Analyst · - Take on a pivotal role in our Finance function, in which you will be modelling market and credit risk projections for the purpose of stress testing, capital planning and strategy setting using Machine Learning techniq ...

  • Harrington Starr

    Quantitative Modeler

    1 week ago

    Harrington Starr London Area, United Kingdom

    Quantitative Modeler - Basketball · London based · Competitive salary · I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience in basketball predictive modelling to join their team. The successful ...

  • Santander

    Scuk Quantitative Modeller

    3 weeks ago

    Santander Redhill, United Kingdom

    SCUK Quantitative Modeller · Country: United Kingdom · **Job Description**: · Santander Consumer Finance UK (SCUK) is based in Redhill, Surrey and provides motor finance to a network of dealerships throughout the United Kingdom. · An exciting opportunity has arisen to work within ...

  • Harrington Starr

    Quantitative Sports Modeler

    5 days ago

    Harrington Starr london, United Kingdom

    Job DescriptionPLEASE ONLY APPLY IF YOU HAVE PREVIOUS QUANTITATIVE SPORTS MODELING EXPERIENCE · Quantitative Sports Modeler · London based · Competitive salary · I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler w ...

  • eFinancialCareers

    Head, Credit and Equity Ccr Quantitative Models

    2 weeks ago

    eFinancialCareers London, United Kingdom

    **Responsibilities** · Financial Markets has expertise combined with deep local market knowledge to deliver a variety of risk management, financing, and investment solutions to our clients. The FM team offers capabilities across origination, structuring, sales, trading, and resea ...

  • Harrington Starr

    Quantitative Sports Modeler

    2 weeks ago

    Harrington Starr London, United Kingdom

    PLEASE ONLY APPLY IF YOU HAVE PREVIOUS QUANTITATIVE SPORTS MODELING EXPERIENCE · Quantitative Sports Modeler · London based · Competitive salary · I'm currently working with a leading Sports Research and Technology company, on a search for a Quantitative Modeler with experience ...

  • Standard Chartered

    Head, Credit and Equity Ccr Quantitative Models

    3 weeks ago

    Standard Chartered London, United Kingdom

    **Job***: Institutional Banking · **Primary Location***: Europe & Americas-United Kingdom-London · **Schedule***: Full-time · **Employee Status***: Permanent · **Posting Date***: 18/Jan/2023, 4:01:12 AM · **Unposting Date***: 01/Feb/2023, 5:59:00 PM · **Responsibilities** · Finan ...