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Risk Analytics - Model Validation

Min Experience

4 years

Location

Gurugram

JobType

Permanent - Full Time

About the job

Info This job is sourced from a job board

About the role

Since our launch in 2015, we've lent over £10bn to ambitious entrepreneurs up and down the UK. That's led to the creation of over 40,000 new jobs and over 29,000 new homes – and we're not about to stop there. We're dedicated to helping trailblazing businesses thrive and our strong analytics capabilities help us build trust and secure our digital assets and customer data. This is a fantastic opportunity to join a fast-paced, growing bank with a reputation for doing things differently. We don't want another cog in the machine, we're looking for self-starters and bold thinkers who want to pave their own career. In a nutshell this exciting and high-performing role, in the risk analytics team, you will be responsible for statistical model validation and regular monitoring for the credit risk models – PD/LGD/EAD and ICAAP models. You will also be involved in provisioning and stress testing exercise for the bank.

About the company

We're OakNorth Bank and we embolden entrepreneurs to realise their ambitions, understand their markets, and apply data intelligence to everyday decisions to scale successfully at pace. Banking should be barrier-free. It's a belief at our very core, inspired by our entrepreneurial spirit, driven by the unmet financial needs of millions, and delivered by our data-driven tools. And for those who love helping businesses thrive? Our savings accounts help diversify the high street and create new jobs, all while earning savers some of the highest interest on the market. But we go beyond finance, to empower our people, encourage professional growth and create an environment where everyone can thrive. We strive to create an inclusive and diverse workplace where people can be themselves and succeed.

Skills

SAS
R
Python
Advanced excel
IFRS9
Stress-Testing
Risk Management