Job at a glance
Conduct independent validation of the Society's key models, using quantitative and qualitative testing to assess model performance, design, deployment and monitoring. Support in the tracking and management of Model Risk across Skipton. Write clear validation reports and stakeholder communications including presentation to senior stakeholders at our Model Risk Committee. Build and maintain strong relationships across the business by being recognized as a highly credible individual who can communicate complex concepts in a simple to understand, straightforward manner.
Support model-related internal and external audits. Knowledge of model validation techniques, including desktop reviews, statistical testing and challenger model development. An ability to critically analyse and validate complex statistical models across a range of business areas, utilising a balance of business and regulatory knowledge combined with statistical rigour. An understanding of the prudential regulatory environment, including Regulatory Capital frameworks (Standardised and IRB), IFRS 9, and most importantly Model Risk Regulation (SS1/23).
Degree educated in a mathematical or analytical field. Experience of operating in an assurance capacity and working with other assurance providers (e.g. Internal and External Audit). Strong data science skills covering the analytics Lifecyle. Strong knowledge of at least one of Python, Excel, SAS, and SQL , with an aptitude and enthusiasm for learning other analytical tools. At Skipton, we offer pay and benefits that really do make life better, together with a genuine thank you for making a difference.
Annual discretionary bonus scheme 25 days standard annual leave + bank holidays + rising 1 day per year of service to a max of 30 days Matching employer pension contribution (up to 10% per annum) Colleague Mortgages and access to Skipton products and services at discounted rates Flexible working to help balance your commitments Private medical insurance, health and wellbeing app, volunteering opportunities, cycle-to-work scheme, discounted gym memberships Lifestyle perks such as a Home and Tech voucher, which can be used at John Lewis, Currys, and IKEA