Up to £60,000
about 1 year ago
An opportunity for a Senior Credit Risk Analyst to join a fast growing, specialist lender. As a key member of the Credit Risk team the role holder will lead the development and enhancement of a suite of credit models, tools and analytics for lending through the credit cycle. This role offers significant exposure and opportunity for progression given interaction at senior levels within the organisation.
Key responsibilities include:
- Deliver scalable analytics utilising large historical datasets and credit reference data to deliver lending strategies, product and pricing initiatives
- Assist in the production of credit committee deliverables and monthly reporting cycles
- Deliver enhancement to the approach to forecasting provisions under IFRS 9
- Documentation and presentation of results, including technical specifications
- Assist in ad-hoc production of loss forecasting and credit and behavioural assumptions underlying portfolio valuations and securitisations.
- Mentor and develop junior members of the team to deliver high quality and output in a timely manner
- Help manage the relationship with third-party data providers (Credit Reference Agencies, Automated Valuation Models, etc)
- Work collaboratively across the organisation to identify and develop new lending opportunities
- Financial services experience within credit risk or similar function (10+ Years)
- Ability to efficiently structure and analyse large, disparate and complex sets of data
- Strong numeracy. A degree or equivalent in a numerate discipline (for example Maths, Statistics, Sciences, Engineering, Operational Research and Physics) is preferable
- Advanced programming skills in at least one of SAS, SQL or R
- Experience in the development of cash flow models for calculating risk adjusted returns
- Knowledge of PD, EAD and LGD Models specifically for mortgages is a distinct advantage
Please note, should you not receive feedback 28 days, unfortunately your application has been unsuccessful. However, we may be in touch with similar relevant opportunities.