Credit Risk Assistant Manager
As the Credit Risk Assistant Manager you will work within the regional Risk and Regulatory Team, which comprises 30 individuals that are spread across the North, the Midlands and the South.
The Client: One of the Big Four – a well-established, global professional service company.
This Client does not provide sponsorship.
- Advising clients on the impact of the changing risk and regulatory landscapes on their business models and supporting them through that change to manage the risks effectively (e.g. CRD4, IRB, IFRS9 etc)
- Delivering engagements (which might include multi-disciplinary engagements), which would typically include reviews of risk frameworks and policies, credit and operational risk reviews, gap analysis, training, risk analytics, IRB and IFRS9 support and the provision of ad-hoc advice and guidance.
- Delivering these engagements individually or as part of an engagement team.
- Over time, managing these engagements and overseeing the team delivering these.
- Developing and maintaining strong relationships with colleagues and with clients.
- Playing a prominent role in business development for the Risk and Regulatory Team and wider business, which might include assisting in the building of propositions and taking these to market as well as identifying opportunities for on-sell from existing client engagements.
- Playing a role in research, insight development and knowledge management.
- The delivery of client work/internal projects to a thorough and exacting standard.
- Knowledge of the banking, mortgage and consumer credit markets
- Detailed working knowledge and experience of all aspects of credit model development and validation including the following:
1) Data extraction and pre-processing
2) Modular model development
3) User acceptance testing
4) Model performance assessments
- Knowledge of wider key risks – such as credit, operational, liquidity risks etc
- Knowledge of the regulatory framework and requirements on risks and supporting guidance (CRD4, CRR, IFRS9, EBA publications, PRA policy statements etc)
- Proven ability to draft clear and concise written outputs.
- At least 2 years of relevant experience in industry or other professional services firms.
- Ability to understand and execute programming code such as VBA, SAS, MatLab, C++ etc
- Relevant Sectoral experience – Developing Retail/ Wholesale banking PD/EAD/LGD models