Are you a Risk Modelling Analyst looking to work with a multi-award winning company that prides itself in its creative and collaborative environment?
Do you want to develop predictive models that will support your future company whilst they transition through a period of growth?
MERJE are looking for a Senior Risk Modelling Analyst for a Mortgage and Secured Loans Provider to build a full Risk Model.
Role responsibilities:
Production and ongoing enhancement of model risk reporting and analysis, providing timely and accurate monthly and quarterly analysis and updates to Risk committees
Pro-actively identify trends and insights based on regular model risk reporting, supporting the Risk Modelling Manager with the actions required to highlight / address areas of concern
Working with Finance and other business areas to analyse and understand key changes in the portfolio and the impact they have had on the Expected Credit Loss in the month
Improve the modelling approach for the IFRS 9 credit risk models
Take ownership of the Development loans IFRS 9 model, which includes the slotting scorecard & model improvement
Support the Risk Modelling Manager in developing predictive models and establishing a robust control framework for all models
Build and maintain a strong stakeholder network to share risk modelling expertise and insight across the organisation
Support the Risk Modelling Manager in any audit requirements
Maintain comprehensive governance, procedures and records
About you:
Numerical degree, strong analytical skills and excellent attention to detail
The ability to identify trends and interpret data from multiple sources and investigate anomalies and unusual patterns / activities
Experience with model development
A solid grounding in data analysis using quantitative analytic tools
Good Excel skills
Relevant coding experience (SQL/R or equivalent)
Experience of using complex data
Numerical Degree
Nice to have:
Experience in a complex Financial Services organisation
IFRS 9 background
Creative and inquisitive mind-set