Senior Credit Risk Analyst

Willow Resourcing
£40000 - £50000/annum + bonus + benefits
07 Jul 2017
06 Aug 2017
Contract Type
Full Time
A Senior Credit Risk Analyst is required by a leading financial services organisation based in Coventry to own and lead analytical projects (e.g. Forecasting, Regulatory returns, QIS, model monitoring etc.). You will be accountable for end-to-end Impairment and Capital processing, in accordance with all relevant Society policies, procedures & standards - including compliance with all regulatory pronouncements. You`ll be a key part of the team supporting the delivery of team accountabilities in line with business strategies through identification and delivery of enhancements.

You will own the process and approach to monitoring, validating and reporting on credit risk model performance within the CRR IRB framework using a variety of statistical techniques and tools. These models include credit scorecards, PD models, LGD models, ratings systems etc. You will review and interpret recommendations made by independent experts regarding model validation and monitoring, and work closely with external or internal experts to develop and implement monitoring tools, reports and MI, within the agreed timescales. You will be accountable for business critical activities such as regulatory capital calculations, impairment provision calculations, forecasting etc. and identify and recommend improvements or amendments to established calculations as appropriate. You will also lead the development and be responsibility for the provision of credit risk information required by COREP, FINREP and other regulatory returns.

You will have extensive credit risk experience together with a detailed understanding of Credit Risk Regulations. You will have good working knowledge of data mining tools such as SAS, SQL, R, Python etc. In addition, you will possess advanced MS Excel skills and be a confident and articulate communicator