Credit Risk Analytics Role

This role has responsibility for working on analysis and projects related to wholesale risk data quality and data related to the wholesale risk rating system. This role is established to support additional risk activity required as part of the s166 review of Wholesale risk data and models. The role holder will be responsible for creating data as required for other team members of the PPRRC (Portfolio Policy Reporting and Regulatory Control) team in the UK.

The role sits within a wider team delivering Portfolio risk analytics and reporting for HBEU PPRRC Wholesale Credit & Market risk. The role sits within the WMR Analytics team, but the sub team working for HBEU PPRRC is functionally managed and funded directly by HBEU WCMR.

Principal Accountabilities: Key activities and decision making areas Typical Targets and Measures

Impact on the Business

- Provide data and analysis to support the identification of post approval data quality issues inherent within the portfolio

- Support regular MI and data requirements that will be required subsequent to the s166 review of the portfolio

- Deliver key Portfolio risk analytics projects and important regulatory portfolio reports for HBEU wholesale maintaining quality and timeliness.

- Help in designing and implementing portfolio risk solutions working independently with stakeholders and deliver quality output from GAC

- Create opportunities for standardization and help automate regular deliverables in order to create capacity in the team and deliver more portfolio projects.

Ensuring that the data extraction, portfolio risk and data analytics projects are delivered on time with increased value addition. The regulatory reports to be delivered on schedule with enhancement as much as possible.

Measure: Internal and external stakeholder feedback

Customers / Stakeholders

HBEU WMR Data Team, as well as the Portfolio Analytics & Reporting team will be the primary customer for this role, Other stakeholders include:

- HBEU Head of WCMR PPRRC

- VP and Head of Wmr Analytics

- HBEU Project Lead for Wholesale PPRRC

- Regional stakeholders for WMR Analytics

Position will spend typically 10% time on those activities related to stakeholder's relationship and contribution to the committees/forums.

Timely and appropriate update to stakeholders on project progress.

Measure: Internal and external stakeholder feedback

Leadership & Teamwork

- Maintain strong working relationships with multiple stakeholders in HBEU WMR Region depending on the priority and communicate effectively.

- Drive quality outputs and design solutions to show independent project management and drive capability

- Promote collaboration with HBEU Regional teams to achieve business objectives

- Identify opportunities of streamlining and create capacity.

Target: Engage workforce to maximize contribution and commitment

Measure: Internal and external stakeholder feedback

Operational Effectiveness & Control

- Working as per WMR Analytics Operational requirements, internal control and FIM.

- Areas to focus on:- data security, compliance, accuracy

- Assisting team colleagues responsible for checking portfolio data quality, and reporting issues to the steering committees etc.

- Role must have a very good control of data sources, portfolio data quality, and understanding on data structures.

Target: Adhere to all guidelines and requirements

Measure: NIL audit finding