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Senior Capital and Impairment Analyst

  • Location: Leeds
  • Salary: Up to 39000 per year
  • Job Type:Permanent

Posted 2 months ago

  • Sector: Credit Risk & Analytics
  • Contact: Marcus Keane
  • Contact Email: mkeane@merje.com
  • Contact Phone: 0161 883 2804
  • Expiry Date: 16 May 2022
  • Job Ref: MK/18781

​Purpose of the role:

To ensure that current and projected movements in capital and provisions are accurately reported and understood across the business and that the level of capital and provisions is commensurate to the underlying credit risk of the portfolio across a range of scenarios.

About you:

  • Experience in Retail Credit Risk

  • Strong Excel/ SAS skills or equivalent coding experience

  • Detailed understanding of either IRB or IFRS9

  • Communicating / reporting to senior management

  • Mortgage credit risk experience (preferred)

  • Model development (preferred)

Key Responsibilities:

  • Provide insight with regards the key drivers of movement in risk weights and IFRS9 provisions to senior management.

  • Produce regular MI and reports to feed key committees and to support the regular approval of IFRS 9 provisions through governance processes.

  • Develop and enhance existing MI and reporting suites where appropriate to continue to build insight into provisions and capital.

  • Support the monthly engagement with key stakeholders to walk-through key movements in capital and provisions (predicted vs actuals).

  • Support the development of any post model adjustments required to ensure adequate levels of provisions are held for the Society’s mortgage portfolios.