Senior Forecasting Modeller

Job description

📍London | 💰 £78,000 to £95,000 + Incentive Awards tied to your performance + Benefits | Data Team, Borrowing Our Capital, Impairments & Forecasting Team Our Capital, Impairments & Forecasting team (CIF) sits at the intersection of our Borrowing and Finance collectives, responsible for developing, executing and managing the models used to calculate IFRS 9 ECL, and credit risk capital through the annual ICAAP. We work alongside our first line credit teams who design the products, decide who to lend to, set underwriting policy, identify customers who need help, manage the portfolio and report and measure credit risk. Within CIF, we are scaling up our Forecasting modelling and execution team to support the rapid growth and evolution of our portfolio. This role is pivotal for the team as the successful candidate will help develop and further enhance our suite of forecasting and stress testing models across both well established and emerging products. Additionally the successful individual will have a key role in executing these models across high profile budgeting & stress-test exercises and building up our toolkit to quantify the impact of various strategic decisions for senior managem...