2 x SENIOR MANAGER, GROUP CREDIT - ANALYTICS MODELLING
West Yorkshire
Scotland
Attractive Package including Bonus & Benefits
THE COMPANY:

Our Client is a major UK retail Bank. Following continued growth it is seeking to enhance and strengthen its' risk department. Thus it is looking to recruit 2 Senior Managers within Group Credit for Analytics Modelling; one based in West Yorkshire and one based in Scotland.

THE ROLE:

Reporting into the Deputy Head of Group Credit for Analytics & Retail you will:

  • Act as an internal Consultant in the provision of credit risk model development capability to all divisions
  • Review of credit risk models developed within the divisions
  • Creation of a "centre of excellence" to provide functional leadership of credit risk measurement tools across the Group
  • Provision of technical capability to Credit teams including the Credit Retail special review programme
  • Development of credit risk rating tools including Expected Loss models and implementation within pricing, provisioning and risk adjusted performance measurement methodologies
  • Development of risk scoring approaches for credit, attrition, fraud, profitability as required
  • Research and prototype new scorecards and systems
  • Maintenance of relationships with third parties e.g. external consultants.
  • Assist divisions in achieving IRB status by interfacing with the Financial Services Authority ("FSA") on technical matters relating to ratings tools - particularly technical support in gaining FSA model approval
  • Assist Group Credit: Retail team and other divisional facing credit teams by provision of analytical support to achieve risk review programmes
  • Oversight of risk rating tool implementation with the Divisions including IT, and business processes
  • Provision of "functional leadership" to Divisional Risk teams by providing technical support and advice on credit model issues

THE PERSON:

You can ideally offer:

  • Highly numerate with a degree in a mathematical/statistical discipline
  • Some one whom is working towards a higher degree or professional qualification would be particularly desirable.
  • Significant experience in a similar technical role (ideally 5-10 years), specifically scorecard development/implementation in both a retail and commercial financial services environment
  • Strong IT skills to include (PC/mainframe) SAS, Access, VBA, and both a technical understanding and experience of the IT / data issues relating to the implementation of large risk projects

To apply for this role click here to email us quoting Ref: JA1007 or call 020 7274 7998