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.