Scrum Master (Regulatory Reporting & Credit Risk)

Allegis Global Solutions; Greater London; On-site; GBP 60,000 - 80,000

Job description

Scrum Master (Regulatory Reporting & Credit Risk)

The Models & Predictive Analytics Hive within Finance COO is embarking on a challenging but exciting journey to stand up a new Models & Calculations platform to house all Quantitative Methods within Finance. The initial scope of this role is focused on supporting the objectives of Project IRIS, by re-designing the way key Credit Risk metrics are computed for PRA regulatory reporting, as well as standing up the Model & Calculations Platform.

This Hive operates on an Agile basis, and so the role holder will have responsibility for all Scrum Master duties within a newly created squad of up to 12 members, containing Subject Matter Experts (SMEs), Business Analysts (BAs) and Technology resources.

The key deliverables of the project will include (but not limited to):

• Analysis of existing Models & Calculators (e.g. PD, LGD, EAD) to distil down into business requirements
• Creation and scaling of a Model Framework of re-usable modular components, to meet these business requirements whilst driving centralisation and standardisation
• Design of orchestration & workflow for Credit Risk computations to ensure the correct method and parameters are used for each portfolio (e.g. F-IRB vs A-IRB)
• Design and delivery of User Experience including adjustments and analytics
• Design and embedding of new operating model for Regulatory Reporting, including clear definition of global roles & responsibilities
• Testing support from unit testing through to end to end UAT

The initial book of work covers the delivery of CIB requirements in 2025, WRB requirements in 2026 and overall project IRIS go-live in early 2027, however there is expected to be further scope beyond those timelines as this approach is expanded to other areas of Finance, Risk and Treasury.

Minimum Requirements:

• Experience as a Scrum Master delivering a similar level of project within Finance, Risk or Treasury, in an Agile fashion
• Regulatory reporting knowledge, especially related to Credit Risk reporting requirements and approaches for the PRA
• Experience delivering a new or changes to an existing platform in partnership with technology
• Experience delivering new and revised IFRS9 and IRB models
• Experience engaging with Model Validation

Responsibilities:

• Awareness and understanding of the Group’s business strategy and model appropriate to the role, including the Finance GCFO and Model & Predictive Analytics strategies and roadmaps, and the wide business
• Responsible for all Scrum Master related duties including planning, budget control, RAID management and chairing/participation in required forums
• Responsible for the identification, assessment, monitoring, controlling and mitigation of Risks, Issues, Assumptions and Dependencies related to the project delivery
• Awareness and understanding of the regulatory framework, in which the group operates, and the regulatory requirements and expectations relevant to the role

Seniority level

Mid-Senior level

Employment type

Contract

Job function

Strategy/Planning, Project Management, and Finance

Industries

Financial Services, Banking, and Investment Banking