Senior Credit Risk Analytics

09 May 2017
07 Jun 2017
Contract Type
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