Senior Manager, Risk Analytics
Job Title: Senior Manager, Risk Analytics
Job Description: As a Senior Manager you will provide the SME expertise and substantial hands-on risk modelling know-how to help manage the model development projects end-to-end from initialization, development to model implementation.
The Client: A well-established, specialist UK savings and lending bank.
This Client does not provide sponsorship.
- Manage projects / tasks in developing, enhancing and implementing credit grading system across the bank
- Develop the standardised process and methodology for risk scorecard, IRB model development
- Coach, train and support other analytic staff and business users on leverage credit grading system and other analytic models to achieve business benefits.
- Lead on risk analytic projects / tasks to deliver and implement solutions
- Develop, validate and update IFRS9 models
- Use data mining, data modeling and segmentation to build credit scorecards
- Build predictive models beyond the traditional scorecards, applying such as linear regression, decision tree or artificial intelligence methods as business requirement may demand, etc.
- Extensive experience in advanced analytics / modelling in financial services, preferably gained through leading financial institutions
- First-hand technical know-how in scorecard and/or Basel IRB models
- Experience in SME portfolio scorecards / rating models will be an advantage
- Strong SAS programming skills including Base SAS and Macros
- Strong data handling and processing skills
- Excellent working knowledge and proficiency in statistical analysis, credit scorecard / Basel IRB modeling methodologies
- Good working knowledge in Excel, Word and Power point.
- VBA and excel application development experience would be desirable.
- Knowledge and experience in artificial intelligence techniques will be an advantage