Senior Credit Risk Analytics

Recruiter
MERJE Ltd
Location
London
Salary
70000.0000
Posted
09 May 2017
Closes
07 Jun 2017
Contract Type
Permanent
Hours
Full Time

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.

Major Activities:

  • 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