Senior Credit Risk Modeler - Wholesale Banking

Sr Credit Risk Modeler (Wholesale Banking)

Description:

- The business is an established organisation in the Risk Modelling and Analytical services market. We pride ourselves on our ability to identify and develop innovative solutions for our clients, continually driving performance and service standards thereby cultivating long-term client relationships.

- The Credit Risk Analysis Team is integral to the formulation of these solutions. With a focus on continuous improvement, the team has wide experience in evaluating portfolios, assessing value and risk, managing accounts and collection strategies and projecting impairment and capital requirements under IFRS9 and AIRB. The team is experienced in risk and database analysis, SAS programming, and statistical modelling. We work closely with clients and all members of the team interact with our customers directly on a daily basis.

- The Consultant is in a fundamental position within the team, delivering management information, analysing performance and behaviour, forecasting future activity, deriving insight, and delivering recommendations to the business.

- The successful applicant will have the opportunity to gain experience and knowledge by working with an innovative team of like-minded people, not only focusing on existing Regulations but on changes to the industry.

Requirements:

Analytical:

- Development of Risk and Pricing models for a wide range of clients mainly in financial services and telecommunications.

- Validation of models for clients, through model review, identifying model weaknesses and proposing solutions.

- Support the business in organising and delivering projects set.

- Support the Senior Management Team in the identification of opportunities for and delivery of statistical analysis and modelling projects.

- Evaluate developments and develop new areas of specialisation to take to the market.

Advisory:

- Provide advisory services to clients on local Regulatory matters

- Advise clients on common and best practices in relation to analytical and modelling approaches

Key Responsibilities:

- Complete projects set by the line manager and the business accurately and within the scope and deadlines set.

- Deliver own analysis and modelling projects and work with others in the team to deliver larger projects as required.

- Work with areas of the business to identify opportunities for increasing value through the application of analysis and modelling techniques.

- Present and discuss results with senior management.

- Work with operational managers to test the effectiveness of existing and new business strategies and synthesise the results with other knowledge to recommend new strategies and plans.

- Proactively identify areas for improving the Credit Risk Analysis Team's capability.

- Undertake ad hoc activities as required.

- Ensure all data is managed securely, maintained appropriately and analysed correctly in line with Data Protection legislation and industry regulation.

- Work within the company's Health and Safety policy.