Senior Credit Risk Analyst
- Varied and challenging role with a focus on monitoring, maintenance and redevelopment of Retail IRB models.
- Introduce the successful candidate to a wide range of stakeholders in the business and the opportunity to present work to senior managers and Model Governance Committee (MGC).
Financial Services company with 53 branches. Officially one of the best places to work in the UK in the large category on the Best Workplaces™ list for 2018.
- Develop and maintain the Society's retail scorecards, associated calibrations for all models that form part of the IRB ratings system, the Society's approach to assessing Pillar 2 capital requirements and the calculation of impairment according to IFRS9 requirements.
- Produce and present regular updates to demonstrate the Society's ongoing compliance with CRD IV. This should include a regular self-assessment against the requirements, checking all model documentation is to the required standards and assisting the Manager of Decision Analytics to ensure that all relevant policy or procedure documents are maintained.
- Maintain an awareness of known and potential future regulatory changes that may affect the Society's IRB Rating Systems.
Ideally the candidate would have the following skills, please still apply if you think you have some (but not all) of the criteria mentioned:
- A good knowledge of the Microsoft packages Excel, Word and Power-point including the use of macros and VBA code
- Strong knowledge of SAS programming and data manipulation techniques gained through attendance on accredited SAS Training Courses and through practical work based experience
- Ideally An Honours degree in a numerate subject (not essential)
- Practical experience of working in an analytical role within a retail lending (preferably secured lending) environment
- Experience of building predictive models using multivariate logistic regression (or similar), and documenting models to an appropriate standard
- A Good understanding of regulatory environment affecting credit risk
- An ability to manage the expectations of stakeholders and the prioritisation of workloads
- An ability to present an argument to a board level committee
- Demonstrable ability to interpret and explain patterns and trends in charts, graphs and tables
The full time position offers a competitive salary with exceptional benefits including a performance related bonus, generous holiday allowance and private medical insurance.