Decision Science Manager - IRB,Scorecard,SAS

Recruiter
B C T Resourcing
Location
Birmingham
Salary
€75,000 - €90,000 per annum
Posted
14 Apr 2017
Closes
14 May 2017
Contract Type
Permanent
Hours
Full Time
PLEASE NOTE: YOU MUST BE AN E.U. CITIZEN TO APPLY TO THIS VACANCY, ADDITIONAL APPLICATIONS WILL BE DISREGARDED

We are currently representing a globally respected Retail Bank in their focus to appoint a Decision Science Manager, to be based in their Dublin office.

The primary purpose of this role is to manage the team's requirements for the delivery & maintenance of credit analytics models and scorecards. The role will involve development and maintenance of credit models used for internal business decisioning and regulatory capital IRB models.

The role holder will work with the Senior Manager - Modelling with the assistance of several direct reporting analysts to lead the team.

Key aspects of the role:

* Scorecard development
* IRB credit modelling
* SAS implementation
* Seek to drive the use of the Bank's decision science infrastructure to get the best results/ best in class approaches.
* Keep abreast of emerging regulatory issues and participate in industry fora to ensure the Group is actively in touch with industry best practice.
* To drive, through data sets and sources, innovation in the Bank's delivery of its business across the full life cycle of credit risk. To support the strategy area's using advanced optimisation techniques to focus effort to high return segments.
* To create/ maintain a suite of scoring and regulatory capital PD models for use across the credit life cycle using 'best in class' statistical techniques (Acquisition through to Debt Sale).
* Ensure that such models are built to best practice & remain fit for purpose.
* To ensure that models are reviewed, redesigned, optimised based on business need, re-calibrated and tracked in line with corporate calendar.
* To develop and maintain an appropriate suite of MI reporting on scorecard and strategy performance
* To explore & rollout the use of business analytics/ decision science environment so that the Customer Credit function has efficient & effective delivery of its outputs

Essential Requirements

* Proven experience in credit scoring and IRB modelling from directing development through to management of validation and regulatory approval processes.
* Credit Risk Management using a decision science environment, preferably from Acquisition to debt sale.
* Have several years' experience in a risk modelling environment building capital & credit risk models
* Management experience in a relevant financial services environment with a good understanding of all retail products (Cards, Loans, Current Accounts, Mortgages) and channels.
* A degree in a Mathematical/ Statistical/ Computer Science or associated discipline
* Expertise in statistical techniques (such as regression, WOE, cluster analysis, Decision Trees, experimental design, etc.)
* Knowledge of the regulatory / compliance landscape including industry existing CRR/CRDIV, EBA requirements and a broad understanding of emerging regulation relating to IRB modelling, etc.
* Experience in SAS (Base, Guide, Miner) essential
* Highly PC literate with a good working knowledge of all Microsoft applications (Word/Excel especially).
* Experience of programming languages such as SQL, VB, etc., is desirable
* Have proven skills in analysing & manipulating data
* Ability to communicate and negotiate successfully with colleagues and build effective working relationships across the business (internal and external)
* An innovative, creative approach to problem solving
* Well-developed report writing and presentation skills and an ability to interact at senior levels within the organisation
* Embraces change, with solid project management skills
* Demonstrated ability to lead in a team environment with changing priorities and time pressures
* Proven ability to manage a team of highly intellectual individuals to ensure a structured output is delivered in a timely manner.

Our client offer an excellent package combined with a strongly defined career path, in a productive and welcoming environment.

For more information, please submit CV.