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Risk Modelling Manager

  • Location

    Essex

  • Discipline:

    Credit Risk & Analytics

  • Job type:

    Permanent

  • Salary:

    Competitive

  • Consultant:

    #

  • Email:

    BLangstreth@merje.com

  • Job ref:

    BL/15701a

  • Published:

    about 1 month ago

An excellent opportunity to join a consumer lending organisation that is committed to providing fantastic services to customers and a stimulating work environment, enabling growth and development for individual employees and the business as a whole.

 

This company is unable to provide sponsorship

 

Key Responsibilities of the Risk Modelling Manager:

  • Lead projects to develop model strategy and solutions
  • Continuously develop and enhance predictive capabilities, analytic methodologies, tools and processes
  • Enable IFRS9 impairment forecasting, capital requirement assessment, credit rating, IRB, etc.
  • Build strong relationships with group functions, stakeholders, external contacts, etc.

Ideal knowledge and experience for the Risk Modelling Manager role:

  • Excellent academic background
  • Extensive experience of risk modelling in a Financial Services environment
  • Strong SAS skills essential, SQL beneficial
  • Analytical background including hands-on modelling experience, good knowledge of credit scorecards, IRB models, regression, econometrics, time series, simulations and optimisation
  • IFRS9 experience highly desirable

Please note, should feedback not be received within 28 days due to the large volume of applications, unfortunately your application has been unsuccessful. However, we may be in touch with similar relevant opportunities.