Scottish Widows is seeking a Senior Analyst for their Corporate & Institutional Banking Modelling team, focusing on the development and validation of Probability of Default (PD) models. The ideal candidate will possess a degree or equivalent experience in a numerical field, proficiency in programming languages, and strong analytical and communication skills
Job Summary
This role involves contributing to the development, maintenance, and validation of Probability of Default models used for regulatory capital and credit sanctioning.
The position offers a hybrid working pattern requiring at least two days per week at office sites in Leeds, Bristol, or Edinburgh.
Candidates will benefit from a generous pension contribution of up to 15%, an annual performance-related bonus, and flexible working options.
Matching Summary
Match Score: 85
Scottish Widows is seeking a Senior Analyst for their Corporate & Institutional Banking Modelling team, focusing on the development and validation of Probability of Default (PD) models. The ideal candidate will possess a degree or equivalent experience in a numerical field, proficiency in programming languages, and strong analytical and communication skills.
Salary
Base: £53,073 - £58,970; Bonus/Equity: Annual performance-related bonus; Benefits: Up to 15% pension contribution, share schemes, 28 days holiday
Skills & Requirements
Must-have
Statistical modelling techniques
Python SAS SQL programming skills
Numerical or statistical degree qualification
Nice-to-have
Strong written and verbal communication
Experience in credit-risk modelling
Ability to work in fast-paced environment
Key Requirements
Minimum of degree level in numerate subject
Two years experience with Python, SAS, or SQL
Practical experience in statistical credit-risk modelling desirable