Shawbrook provides finance to a wide range of customer segments that value the premium experience, flexibility and certainly we deliver.  We are a purpose-led organisation, with a focus on delivering long-term sustainable value for all our stakeholders.

We have a diversified offering, with our innovative lending propositions tailored to meet specific customer needs in carefully selected markets across SME, Real Estate and Personal. Our products range from complex structured credit facilities for growth-focused businesses to mortgages for professional landlords and property investors, as well as simple loans for consumers delivered digitally.  We fuel our lending through customer deposits, which we attract by delivering a premium experience, choice and consistently great value to smart savers.

The business model we have created is unique and difficult to replicate, with our ‘best of both’ approach combining deep human expertise with advanced digital, tech and data capabilities.  This combination not only allows us to deliver excellent customer experiences, but to do so efficiently and at scale.  We are proud of our innovative and agile culture, which drives consistently high employee engagement scores and makes Shawbrook an attractive destination for the best talent. If you’re willing to roll up your sleeves, contribute new ideas and believe anything is possible, you’re our kind of person.

Work with us because you:

• Want to be part of a bank built for the dynamics of the modern world
• Relish a challenge and enjoy a fast-paced, innovative and hardworking culture
• Enjoy finding new and better ways to solve complexity and make things happen
• Want to belong to a diverse culture that stands shoulder to shoulder with minority and underrepresented groups
• Care about society and the environment and want to be part of a business that cares too
• Want to continue to grow professionally and be the best version of yourself

This is a maternitiy cover role within the Decision Science team, an analytical function within Group Risk that manages the full credit lifecycle of models.

The jobholder will be responsible for:

• Supporting the banks ALM initatives working alongisde the Head of Market and Liquidity Risk
• Development, Validation, Governance, Documentation, embedding analytic methodologies, tools and processes enabling ICAAP/stress testing, economic forecast and scenarios.
• Perform R&D activities to explore and develop innovative models with a focus on  Machine Learning techniques, random forests, NLP, supervised learning etc. 
• Support bank-wide programs such as IFRS9 forecasting, model governance, capital allocation.  

The key values of the role are:

• Personal - Establish constructive working relationship with stakeholders and colleagues across the bank including Group Risk, Finance, IT and the franchises.
• Personal - Coach and train junior team members and support other areas education as required to help embed risk culture across the bank.
• Practical - Have solid knowledge of credit scoring and risk rating, impairment forecast, econometric modelling, IRB models and capital requirement methodologies to create and assess high quality solutions
• Creative – Consider the evolving regulatory landscape in our decisions around Validation, AI, Machine Learning and IRB to create bespoke solutions that benefit the bank.

Skills & Experience

• Proven experience of governance and analytics in financial services or equivalent
• Understanding of the regulatory environment affecting financial service companies
• A broad understanding of quantitative methods, governance and oversight
• Substantial experience in credit risk and capital adequacy

Technical

• Advanced modelling and analytics skills
• Strong SAS skills
• Strong Microsoft skills in Excel, Word and Power point. VBA experience would help
• Python/SQL experience would help
• Ability to convert numbers to meaningful data
• Strong analytical background with advanced modelling experience in regression, econometrics, time series, simulations and optimization.
• Good knowledge of credit scorecards, capital and impairment would be a plus.

Interpersonal

• Positive mindset and can-do attitude
• Self-starter and energized
• Determined to seek for solutions when facing challenges
• Resolve challenges through collaboration and teamwork
• Clear communication to business colleagues, good verbal and written skills
• Effective as a team leader and player
• Ability to explain results to technical and non-technical colleagues
• Effective time management, personal efficiency and project management

Your Wellbeing - We take your health and well-being very seriously by providing a range of benefits to give you and your family peace of mind. These include:

• Market leading family friendly policies such as access to our Maternity, Adoption and Paternity policies from Day 1 of your employment
• Free access to Headspace, a mindfulness & meditation digital health app
• Free access to Peppy digital health app that offers personalised support through fertility treatment becoming a parent or menopause
• EAP (Employee Assistance Programme) - Offering you support on a wide range of subjects including financial concerns, mental wellbeing and more general queries around family, work, housing, and health
• Cycle to work scheme
• Discounts on gym membership
• Contributory pension scheme & death in service

Your Lifestyle - It’s important you strike the right balance between your work and personal life. We provide benefits to support you when at work and when you’re enjoying your leisure time.

• Minimum of 27 days holiday per year
• Option to buy or sell holiday days through our flexi-holiday scheme
• Discounts on gym membership nationwide
• Access to discounts on a range of high street and online brands
• Community support and charitable giving

Your Contribution - We’re focused on rewarding those that go the extra mile in helping us achieve our goals.

• Participation in our annual discretionary bonus scheme designed to reward your contribution to our success
• Proudly Shawbrook recognition scheme focused on recognising our role models and thanking our colleagues for a job well done