Details:
- Location: Leeds
- Date: 3 weeks ago
Description:
Assistant Manager, Credit Risk Analytics and Modelling - Hybrid/Leeds or Manchester - J12779 - Salary DoE
Working alongside highly skilled credit risk analytics and modelling senior teams. The credit risk modelling assistant manager
• Improve and develop credit measurement capabilities focussing on IFRS9, IRB and stress testing across multiple products
• Providing credit measurement modelling and analytics
• Supporting 1st Line teams with the build of new models or improvement/review of existing models, support to 2nd Line oversight/model review functions or to 3rd Line Internal Audit teams
• Designing and improving credit measurement ecosystems; for example practices around insight into movements, data, controls, model risk management, model monitoring and maintenance, reporting and external disclosure
• Supporting IFRS9 and assurance of RWA through challenge of methodological approaches and quality of implementation
• Credit measurement-related projects such as acquisition due diligence, stress testing and Asset Quality Reviews
• Contributing to thought leadership around credit measurement best practice and its evolution
Essential
• Good credit modelling skills and experience in the development, delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing regimes
• Knowledge of the financial services industry different asset classes
• Ability to communicate complex concepts to non-expert audiences
• Ability to partner with stakeholders and build great relationships
• Good skills with modelling software such as SAS, SQL, MS Excel (including VBA), Python, R
If this sounds like the role for you then please apply today!
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