Our Capital, Impairments & Forecasting team (CIF) sits at the intersection of our Borrowing and Finance collectives, responsible for developing, executing and managing the models used to calculate IFRS 9 ECL, and credit risk capital through the annual ICAAP. We work alongside our first line credit teams who design the products, decide who to lend to, set underwriting policy, identify customers who need help, manage the portfolio and report and measure credit risk.
Within CIF, we are scaling up our Forecasting modelling and execution team to support the enhancement of modelling standards across Finance. The role holder will have the opportunity to lead a consultancy‑style centre of excellence, providing thought leadership on the methodological design and regulatory compliance assessment of all financial forecasting models that feed the bank’s budgeting and stress‑testing activities. This will expand to hands‑on delivery...