Senior Credit Risk Analytics
This role will report directly to the Director of Credit Risk and will play a key role in the development and validation of products, cash and loss forecasting as well as identifying potential new opportunities.
- Leading analytical projects within credit risk including cash and loss forecasting, IFRS9.
- Development and validation of risk models to be used in client decisioning, including application scorecards.
- Working closely with senior management to assist with formulation of departmental strategies
- Representing Credit Risk Analytics to aid product selection lifecycle and in a project delivery capacity.
- Designing, developing and validating risk models and processes, using SAS, Excel etc.
- Working with treasury and securitisation teams to develop seamless integrated models
- Conducting research on innovative risk modelling approaches and techniques
- Understanding internal and external data, infrastructure and reporting requirements and coordinating these with effective analytical solutions.
- Scaling next generation risk models for the planned market expansion.
Knowledge & Experience:
- A strong understanding of the Risk sector with extensive experience in developing & modelling risk products (5 years +) developing Basel/ICAAP models, loss and provisioning models, IFRS9 and cash forecasting.
- Hands-on experience in building consumer/commercial scorecards for financial or other equivalent organization with a strong background in UK mortgage market
- Strong mathematical and statistical background, knowledge of statistical modelling techniques
- Experience of data mining skills
- Excellent leadership skills, demonstrated through managerial experience in an analytical context
- Confidence to make critical decisions, challenge and manage stakeholders’ expectations
- Desire to take responsibility for delivering complex modelling solutions
A preference for a fast-paced, entrepreneurial environment