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Senior Credit Risk Analyst- Capital and Impairment

  • Location

    Kent

  • Discipline:

    Credit Risk & Analytics

  • Job type:

    Permanent

  • Salary:

    Up to £51,000 pa

  • Consultant:

    #

  • Email:

    nmohamed@merje.com

  • Job ref:

    NM/16290

  • Published:

    9 months ago

The purpose of this role is to support the Impairment and Capital team to undertake all its deliverables. The Senior Risk Analyst will in particular be involved in driving enhancement and development of the impairment (IFRS9), capital (IRB) and credit risk loss forecasting/stress testing processes.

Key responsibilities include:

  • Running of the impairment (IFRS9) and capital (IRB) processes, ensuring that the control framework is executed as designed driving the accuracy and completeness of the numbers generated.
  • Providing management with a granular understanding of the impairment performance across the group versus business forecasts, facilitating management making informed strategic and credit risk strategy decisions.
  • Performing loss forecasting and stress testing to support the group in business planning and meeting its regulatory requirements with respect to producing an ICAAP on an annual basis.
  • Developing and enhancing the above processes
  • Control execution across both the impairment and capital processes
  • Commentary / analysis of trends and movements to be provided to management via the credit / board risk committees and the regulatory reporting team as required.
  • Maintain the company’s compliance standards and ensure timely completion of all mandatory on-line training modules and attestations

The Person:

• At least 3 years (or equivalent) previous experience undertaking a risk related role within a retail consumer finance environment (in particular mortgage assets) is desirable

• At least 2 years (or equivalent) previous experience of modelling/advanced analysis using Microsoft Excel is essential

• At least 2 years (or equivalent) previous experience undertaking advanced SAS/SQL programming is essential (or equivalent R, Python etc.)

• Previous experience of running impairment or capital processes is desirable

 

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