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Hampshire Trust Bank is a specialist bank, staffed by experts focused on helping UK businesses realise their ambitions. Our dedicated Asset Finance, Development Finance, Wholesale Finance and Specialist Mortgages divisions ensure that businesses receive the outstanding service, lasting relationships, integrity and expertise they need to prosper.
We also provide savings accounts to individuals and businesses and since we lend only to businesses, our savers can be sure their money will be used to boost the British economy.
The bank is authorised by the Prudential Regulation Authority and regulated by the Prudential Regulation Authority and the Financial Conduct Authority.
For more information, please visit our website: www.htb.co.uk
Our Values and Behaviour
All members of the HTB team are expected to demonstrate values and behaviour that underpin everything that we believe in
Customers matter
- We listen to our customers
- We value customer relationships over transactions
- We strive to deliver what customers want, when they want it, how they want it
- We prioritise customer outcomes over corporate expediency
We deliver
- We approach everything we do with discipline and set high standards
- We do more with less and embrace change
- We are fanatical about financial rigour and risk discipline
- We execute consistently with speed and accuracy
- We constantly strive to improve
Integrity without compromise
- We always aim to do the right thing - we don’t duck hard choices
- When we make a mistake we own up and fix it
- We are open and honest in all our communication
- We treat innovation and fresh thinking as an opportunity not a threat
People Power
- We are a meritocracy
- We empower people and make them accountable
- We encourage our people to learn and grow
- We challenge each other honestly & constructively
- We work as a team
- We know diversity makes us stronger
- We celebrate success
Position:
Based in the Model Development team within the Risk & Compliance function, this role supports the maintenance, monitoring and development of optimised models for credit risk and capital purposes. The role will also provide analytical insight to help inform enhancements to the Bank’s strategy using modelling and forecasting techniques.
The Credit Risk Modeller will work closely with the Internal Model Validation (IMV) to discuss queries of any new model developments or reviews, as appropriate. They would also be expected to develop a deep understanding of the Company’s systems, including the new Data Warehouse, to extract, manipulate and convert data into actionable analytics.
Requirements:
- An understanding of Credit Risk with relevant experience in developing Credit Risk Models (experience of IFRS 9 an asset), including:
- Data extraction and pre-processing
- Model development (linear and logistic regression)
- User Acceptance Testing
- Model Performance assessment (monitoring)
- Awareness of the requirements of IFRS 9
- Strong mathematical and statistical background, knowledge of statistical modelling techniques
- Experience of using SAS is essential
- Strong written and presentational skills
- Experience of data mining skills
- Advanced knowledge of MS Office suite
Other information:
- Development of the Bank’s second and third generation IFRS 9 models.
- Maintenance and continuous improvement of the bank’s existing IFRS 9 models.
- Work as part of the team responsible for the ongoing production of IFRS 9 expected credit losses including providing insight and recommendations on key outputs from regular monitoring / management information packs.
- Identifying and implementing model changes and enhancements as needed, ensuring they are in line with Bank standards, Model Risk Management (validation) findings and regulatory compliance requirements.
- Maintenance and continuous improvement of an appropriate data structure to deliver efficient and effective model management.
- Support the delivery of bespoke analytics to aid the front-line business in understanding their overall risk profile.
- Perform quarterly model monitoring exercise and implement monitoring enhancements as needed, ensuring they are in line with Model Governance Framework.
- Develop and maintain collaborative and constructive relationships with the 1st Line businesses and functions to support the delivery of business objectives whilst maintaining effective controls.
- Understanding internal and external data, infrastructure and reporting requirements and supporting these with effective analytical solutions.
- Maintaining an awareness of alternative modelling techniques / software that can help to alleviate/identify risk.
- Provide support to the broader Risk and Compliance function, where required.
