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Senior Credit Risk Analyst

  • Location: United Kingdom
  • Salary: £45,000 per year
  • Job Type:Permanent

Posted 6 days ago

Our Client is looking for a Senior Credit Risk Analyst to join the Capital and Impairment team and take responsibility for the development of analytical solutions and robust management information.

Role Responsibilities:

• Assess the performance and stability of predictive models used for credit scoring, IRB capital calculations and IFRS 9 provision calculations.

• Complete the monthly capital and impairment calculations and all associated controls, model monitoring, MI and regulatory returns

• Document and present results and deep-drive analysis to senior stakeholders

• Take ownership of ad-hoc analyses to answer requests from benchmarking groups, regulators and external Auditors

• Keep abreast of regulatory change, government initiatives and macroeconomics.

• Support the development of others through coaching, support and sharing best practice

Skills and Requirements:

• In your current or previous roles you will have gained significant experience of working with a high degree of autonomy in an analytical environment, ideally within Credit Risk.

• You will possess a proactive approach and a desire to continually seek improvements to processes, and a willingness and aptitude to learn new systems and further your existing knowledge.

• The ideal candidate will have advanced knowledge and exposure to IFRS9 models and/or IRB models and/or building and developing Credit Risk model monitoring.

• Advanced skills in using Microsoft Excel as well as be experienced in using statistical and reporting packages such as SAS or their equivalent is an essential requirement.

• Knowledge and experience of programming e.g. in SQL would be an advantage.