Regulatory Analytics Methodology Manager
A leading Global Financial Institution is seeking to employ a Regulatory Analytics Methodology Manager, based in London.
Hours 35 per week/permanent.
Competitive salary offered.
This role will focus on IFRS9 methodology maintenance, development and defence for retail portfolios globally.
The role holder will deliver credit risk management assignments and projects with resources from within the team as well as the wider global analytics community Support for a centrally implemented and globally consistent methodology for IFRS 9 and Stress Testing. They will develop consistent methodology documents and policies to support a globally consistent approach.
The role holder should have an understanding of the drivers of ECL and changes in ECL for IFRS 9 and for IFRS 9 under stress conditions in order to collaborate with counterparts in other locations and regions to drive the methodology and implementation agenda. The role holder will develop portfolio forecasts including a thorough analysis of portfolio performance and loss analysis/segmentation and provide technical/analytical support to regional analytics teams to support impairment analytics, sensitivities and calibration of overlays. The role holder will also contribute to an effective team through communication, performance management, development plans and reward/recognition practices.
The successful candidate will be a graduate and will have the following:
- Proven track record in credit modeling/analytics and/or credit risk management experience, or equivalent;
- Knowledge and understanding of financial services in a retail context;
- Strong management, interpersonal, organizational, analytical, problem-solving, negotiation, project management and verbal and written communication skills;
- Previous experience of stress testing preferred;
- Exposure to GAAP/IFRS provision accounting;
- Proficiency with personal computers as well as pertinent mainframe systems and software packages;
- Good organisational skills ideally with project management experience.
Closing dates for applications 18th June 2018