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Credit Risk Manager - Forecasting and Stress Testing

Employer
The Coventry Building Society
Location
UK
Salary
Competitive
Closing date
3 Aug 2021

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Sector
Accountancy
Contract Type
Permanent
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Job Details

About The Role

We currently have an opportunity for an individual to join as Credit Risk Manager - Forecasting & Stress Testing. The successful individual will lead the design, build, and implementation of the Society's Credit Risk forecasting models for stress testing and forecasting of IRB capital and IFRS9 provisions and losses. The outputs of the forecasting models will directly influence the Society's Strategic Plan, ICAAP, and new business propositions and lending risk limits.

About You

In your current or previous roles you will have gained experience in a statistical environment primarily within financial risk management, model validation, or credit risk analysis. Educated to degree level (or higher) with particular emphasis on a numerate discipline (ideally, statistics, finance or mathematics related) or demonstrated equivalent skills through experience. You will have a sound understanding of statistical techniques, data mining tools, and knowledge, understanding and/or experience of monitoring and validating credit risk models. Knowledge and experience of programming in SAS including SAS Enterprise Guide and SQL is essential as are advanced skills in the use of MS Excel. Knowledge of balance sheet forecasting software e.g. QRM would be an advantage.
You will ideally have a detailed understanding of forecasting modelling, in the context of IRB capital and/or IFRS9 impairment calculations. Experience of project management of small groups of analytical resource with demonstrated capability to engage and develop a high performing team and meet project deliverables and timelines is essential.
If you feel you have the right experience and skills and want to make a positive contribution to the continued success of the Coventry then please apply today

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