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Credit Risk Analytics Lead
2 months ago
Position: Credit Risk Analytics Lead
Salary: Up to £57K plus sign-on bonus
Location: Hybrid working model
As a vital member of the Credit Risk Analytics division, your responsibilities will encompass:
- Enhancing Credit Model Capabilities: Focus on developing and refining credit modeling techniques, particularly in relation to IFRS9, IRB, and stress testing methodologies across various credit products.
- Credit Measurement and Analytics: Deliver comprehensive credit measurement modeling and analytical insights.
- Support for Model Development: Collaborate with first-line teams to construct new models or enhance existing ones, while also providing assistance to second-line oversight and model review functions, as well as third-line internal audit teams.
- Designing Credit Measurement Ecosystems: Innovate practices related to data insights, controls, model risk management, monitoring, maintenance, reporting, and external disclosures.
- Audit and Assurance: Conduct audits of IFRS9 and ensure the reliability of RWA through critical evaluation of methodologies and implementation quality to identify significant weaknesses.
- Credit Risk Projects: Engage in various projects including acquisition due diligence, stress testing, and quality reviews.
- Team Leadership: Lead a small team of modeling experts, fostering a collaborative and innovative environment.
Required Skills and Experience:
- Proven expertise in credit modeling and experience in the development, execution, and/or validation of credit risk models under IFRS9, IRB, and stress testing frameworks.
- Experience managing credit financials, governance, and stakeholder engagement.
- Background in the financial services sector with a solid understanding of credit fundamentals across various asset classes.
- Strong management and leadership capabilities.
- Proficiency in modeling software such as SAS, SQL, MS Excel (including VBA), Python, and R.
- Creative thinking and the ability to generate innovative solutions while effectively challenging existing processes.
About Datatech: Datatech is recognized as one of the UK's premier recruitment agencies specializing in analytics and is the host of the esteemed event, Women in Data UK.
For more information: Please visit our website.