Wholesale Modelling Team Manager Wholesale Modelling Team Manager …

in Belfast, Northern Ireland, United Kingdom
Permanent, Full time
Be the first to apply
in Belfast, Northern Ireland, United Kingdom
Permanent, Full time
Be the first to apply
See job description for details
The Requirements
We're hiring a Wholesale Modelling Team Manager to join us in Edinburgh, Belfast or Birmingham
  • Take on an important leadership role in the Risk Scenario Models team within Financial Risk and Analytics
  • You'll be leading a small team of managers and analysts that brings IFRS9 and stress testing together, focussing on Wholesale IFRS9 models
  • This is an opportunity to gain exposure to the tools which are crucial to the bank's provision process and for making sure we have adequate capital

What you'll do

As a Wholesale Modelling Team Manager, you'll be leading the development and maintenance of a suite of Wholesale IFRS9 models, and developing your team of analysts to support you.

Your role will involve:
  • Developing Wholesale IFSR9 models to support risk decision making, risk appetite and allocation, and that meet accounting and regulatory requirements
  • Developing and maintaining a team structure and approach that is able to adapt to changing priorities
  • Providing thought leadership in the model development process, providing data and accompanying analysis or commentary in response to stakeholders enquiries and public disclosures regarding models
  • Evaluating new ways of doing things and driving change within the team and the business
  • Creating a great place to work that is motivating for technically skilled people and enables delivery
  • Fostering a strong and positive risk culture

The skills you'll need

We're looking for someone with experience working in wholesale IFRS9 modelling or a related quantitative function, ideally in a corporate, commercial or investment banking environment.

You'll also bring:
  • A degree in a quantitative discipline such as statistics, maths or economics
  • Knowledge of wholesale banking counterparty types and products
  • Practical experience in statistical and mathematical credit risk modelling, ideally in Python and SAS, for wholesale portfolios
  • Knowledge of IFRS9 accounting requirements
  • A proven record of delivery and project management skills

How we'll reward you

In return, we offer a competitive salary and you'll also join our retirement savings plan. You can also choose from a selection of protection, healthcare or lifestyle extras from RBSelect, our fully flexible reward programme.

Visit our reward and benefits page for more information on the benefit packages we offer.


At RBS, we want everyone to feel welcome, regardless of your background or needs. If you need adjustments making to your working environment, we'll do everything we can to support you. As part of this commitment, we offer flexible working options for some of our roles - find out more .

Salary: Competitive

Location: Edinburgh, Belfast or Birmingham

Closing Date: 30/10/19