Remote Senior Technical Specialist Job in UK Virgin Money

Who you are

• Superb analytical skills and ability to solve complex problems
• Proficient in the use of statistical analysis software SAS (or equivalent)
• An inquisitive nature to spot trends or underlying observations and ability to articulate to various audiences while reviewing stress testing outputs including proactively assessing materiality of the observation made
• The ability to implement with speed and efficiency as well as driving process improvements with previous experience of managing change to ensure smooth transition from old to new processes
• Knowledge of Credit Risk, particularly an understanding of Credit Risk Metrics such as PD/LGD/EAD
• Professional experience in the MS Office suite

Desirables

• Experience in a Credit Stress Testing environment with proven exposure to processing stress and scenario outputs
• Familiarity with macroeconomic time series models, knowledge of the macroeconomy and potential impact on credit portfolio performance

What the job involves

• Supporting management in the production of stress testing outputs, insights and associated documentation and proactively investigating/exploring trends or observations which may be of interest
• Engaging with stakeholders, reviewing, and interpreting credit stress test forecasts of credit RWA, ELs and impairments
• Independently recommend and implement changes and enhancements to the SAS based Credit Stress Testing Engines and associated analytical tools and Excel interfaces, with evidenced assurance of implementation and controls
• Supporting integration of any future data infrastructure changes to ensure data used in Credit Stress Testing is fit for purpose
• Taking the lead in continually driving improvements in existing processes to promote simplification and automation, reducing operational risk and enabling a better outcome for our customers
• Ensuring that any changes to processes/code are clearly documented to a high standard enabling others to understand and execute tasks independently
• Maintaining an effective version control process, adequate for a high volume of complex change
• Ensuring continued credit stress testing data consistency with internal and external reporting

Application process

• Apply as soon as you can
• Applications Close: 12 Aug 2024 (11.55pm BST)