Joining a current team of three (wider department of 40) you will be reporting to the manager for modelling (Methodology) and joining the Capital Management Modelling & Data Team.
This team develops internal capital models to calculate our current and forecast our future capital requirements for Pillar 2 risks (Credit Concentration, Pension and Operational Risk) as well as creating and delivering systems aiming to continually improve the reporting and forecasting of capital at Nationwide.
You’ll support on economic, stress testing and Pillar 2 capital model development projects with a 75/25 split between model development and stakeholder management: deliver the reporting and monitoring process; complete annual reviews to satisfy model governance; agree modelling solutions with your stakeholders (including senior management and Oversight teams), presenting your guidance orally and in written form.
This will be a fairly independent role in which you’ll develop your modelling ability (Using tools such as SAS & Excel), and you’ll develop your soft skills in communication and stakeholder management. You’ll be advising your customers (internal and external) and developing the answers they need.