Senior Modelling Analyst, Financial Risk & Analytics

Edinburgh, United Kingdom

We're hiring a Senior Modelling Analyst to join us in Edinburgh

  • This is a chance to join the Retail Risk Scenario Modelling team in Financial Risk & Analytics, a new department offering lots of opportunity to learn
  • You'll have the chance to learn new coding languages and to work on key projects, giving depth and variety to your development
  • You'll be joining a team with a collaborative culture, and will work on a range of model and product types

What you'll do

Reporting into the Modelling Manager, you'll play a key role in developing and maintaining effective statistical risk models that are well documented and meet all the required standards. You'll also produce related analytics, and present clear and insightful analysis. You'll be an important support on model-related projects, and will have the chance to lead the build element of some simpler models while supporting on more complex requirements.

Other key aspects of your role will include:

  • Providing actionable MI on all aspects of model performance
  • Liaising with and presenting to a range of stakeholders, including model review teams
  • Contributing to discussions on model builds
  • Collaborating with other risk team, the customer franchises, and broader functions to the effectively integrate the model suite with other activities

The skills you'll need

We're looking for someone with some prior experience of or exposure to statistical or mathematical modelling. Credit modelling is particularly welcome, but experience of other kinds of models would also be suitable. Experience of model development would be ideal, but not essential if you can show good understanding of models and experience of model outputs or analysis. If you don't have hands on experience, a masters level degree in a disciple like Data Science or Artificial Intelligence could be a suitable alternative.

We'll also expect:

  • An undergraduate level degree in a numerate discipline, with experience in data driven analysis
  • Strong relevant technical skills in statistical languages, such as SAS or Python, or a readily transferable language such as R
  • The proven ability to plan and organise your workload to deliver in a challenging environment
  • A collaborative working style, with the desire to share ideas and learn from others
  • The ability to translate complex and statistical techniques into simple, easily understood concepts

Exposure to Basel models may also be an advantage.

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.

As a Financial Services organisation we comply with and support the requirements set by our Regulator, the Financial Conduct Authority (FCA), which are designed to protect our customers. This role falls under Conduct Rules of the Individual Accountability Regime (IAR) and is subject to pre-employment screening. This means if your application is successful, you’ll need to satisfy some important background checks before you can start working with us. These will include a full credit check, a criminal record check, residency and right to work checks.

Salary: Competitive

Location: Edinburgh

Closing Date: 24/11/18


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