Senior Manager, Risk Analytics

Recruiter
MERJE
Location
Brentwood
Salary
£70,000 - £75,000
Posted
12 Nov 2017
Closes
12 Dec 2017
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

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.

Key Responsibilities:

  • 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.

Key Requirements:

  • 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