Senior Modelling Analyst

An exciting new opportunity has arisen in our Financial Planning & MI team. We are now recruiting for a highly experienced and numerical Senior Modelling Analyst.

The role requires a highly efficient and detail-oriented individual to join our growing business. You will have primary responsibility for maintaining, enhancing and calibrating the impairment models. Although we are not regulated by the PRA, the responsibilities of this role are very similar to those required to develop regulatory capital models.

In this role you will be required to provide critical statistical analysis and model development. Moneybarn will be highly dependent on the accuracy of this analysis and your forecasting capability. It is vital that you are capable of taking a holistic view of the interaction of the model with the business in order to identify when the model may need development or to re-align it to the business.

What you’ll be expected to do in the role
  • Maintain, enhance, back-test and calibrate the impairment models
  • Maintain the PD, EAD and LGD models, updating regularly
  • Maintain and enhance impairment reporting, monitoring, governance and procedural documentation
  • Monitor international and UK regulatory and accounting changes, review relevant discussion/ consultation papers, assessing the impact and driving it through relevant review processes
  • Develop segmentation, model validation, internal controls, procedural documentation and model monitoring, liaising with external auditors for review as required
What we’re looking for from you

Must have

  • Experience working with similar models – ideally PD, EAD, LGD and cashflow models
  • Relevant models would be Basel II/III models; regulatory capital calculations and impairment models
  • Technical experience in building such models
  • Moderate to advanced Base SAS and SAS Macro Programming capability

Desirable

  • Experience in quantitative analysis
  • Experience in segmentation
  • Proven experience working with large data sets using SAS
  • Experience working with large data sets using SQL
  • Statistical/ Mathematical/Economics background highly regarded
Working at Moneybarn

Working at Moneybarn is rewarding in every sense, and we believe that if we take care of our people, our business will take care of itself. As a growing company, we are always interested in hearing from people with potential. Our head office is in Petersfield, Hampshire.

We’re the UK’s largest specialist vehicle finance lender, and we’re part of the Provident Financial Group, one of the UK’s leading suppliers of credit products to the non-standard market. To find out more about us, including our history and values, click here.

Reasons to join the Moneybarn team

Ensuring we have a dedicated team is essential to our success, and we’ve worked hard to create a friendly working environment, which allows individuals to share ideas and deliver positive outcomes.

We want all employees to be able to fulfil their potential and excel in their role, so we invest heavily in training and development throughout the business. This approach enables us to nurture talent, and provide the very best outcomes for both our customers and the business.

The wellbeing of our team is incredibly important and we offer a gym, qualified instructors, keep-fit classes, Barney Bikes and regular fruit deliveries for employees to enjoy. We also run a range of regular in-house events and activities to promote interaction and communication within the company.

2017 marked Moneybarn’s 25th year of trading and we believe our continued success is driven by our values-based approach which underpins the way that we engage with our employees, customers and partners. Our values are: Fair, Approachable, Responsible & Progressive.

Benefits

We offer competitive salaries and a full employee benefit package, which includes a contributory pension, employee Sharesave and stock purchase schemes.

How do you apply?

Click on the "Apply now” button below. This will pop up an email which you can use to attach and send us your CV and covering letter telling us why this is the perfect opportunity for you.

Once we’ve received your CV and covering letter, if you’re successful at the first stage we’ll contact you to arrange an interview.

If you don’t hear from us within 7 days of sending us your application, this means you have been unsuccessful. We may not be able to provide confirmation and feedback to everyone who applies.

Important notes
  • We will keep your CV on our records for 12 months after your application. For more information about how we collect, use and share your personal data when you apply for a role with us, please see our Applicant Privacy Notice.
  • We will carry out full financial checks and Criminal Record Bureau checks as part of the recruitment process for all roles
  • As an employer that believes in the importance of cultural diversity in the workplace, we’ve signed up for the National Equality Standard (NES). You can find out more here.