Predictive Modeller – Mortgages

Recruiter
MERJE
Location
London (Greater)
Salary
50,000 – 75,000
Posted
12 Nov 2017
Closes
16 Nov 2017
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

My client, an exciting and innovative UK Retail Bank, is currently searching for a Predictive modeller to join their growing team. The Analyst in the Predictive Modelling team will provide

  • Expert technical modelling capability to maintain and develop the business’s suite of capital and other models (including credit scorecards, affordability models, fraud identification and behavioural analysis of liquidity drivers)
  • Ensure compliance with regulatory requirements and support the achievement of business objectives.
  • Design, build and enhancement of new and existing models
  • Maintain, share and continuously develop an excellent level of capital, credit, fraud and behavioural modelling knowledge and technical expertise.
  • Monitor business wide performance against model expectation to provide managers with early warning signs of adverse risk trends and emerging risks, including recommendations for model enhancement and resolution.
  • Analysis and recommendation of proposals to vary approaches that align with the maturity and risk profile of the portfolio
  • Support managers to monitor, evaluate and challenge business stakeholder’s success in identifying, managing and reporting risk in line with regulatory requirements.

REQUIRED KNOWLEDGE/QUALIFICATIONS

  • Degree educated in a numerate discipline.
  • Educated to degree level (minimum 2:1) in a numerate discipline.
  • Previous capital modelling experience, ideally in retail banking and with knowledge of retail banking products.
  • Well-developed statistical modelling skills for IRB portfolios, scorecards or provisioning and forecasting in (and in Microsoft Excel, PowerPoint and Word are essential.
  • Experience presenting to a senior / executive audience and in Board & committee reporting is required.
  • Experience of working in a team, across geographical boundaries is preferred.