| 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
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