Senior Credit Risk Analyst- Capital Modelling-
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Job Specification
* Execution of the Pillar 1 and Pillar 2 credit quantification
* Test and monitor existing credit risk models and sub-components and make recommendations for enhancement
* Support and optimise template structures to deliver final stress test results for internal and external requirements e.g. SSM, ICAAP.
* Liaise with colleagues in Finance, Risk and Credit to ensure consistency and veracity of results and process handovers.
* Analyse and produce high quality value-added management monitoring information for the group's credit portfolios covering required regulatory and operational requirements, key performance indicators, risks and trends.
* Build data sets which are robust and efficient for use across Credit Risk, helping to maximise speed of developments through efficient coding.
* Provide a high standard of documentation on all model development projects.
* Carry out ad hoc requests including fulfilling internal stakeholder or regulatory informational queries.
Ensure Training and support to junior analysts where required.
Minimum Requirements
* 2+ years' experience in a forecasting, stress testing or modelling role in Retail Credit Risk
* Minimum Bachelor's Degree in a highly numerate oriented subject like mathematics, statistics, actuarial science, econometrics or quantitative finance/science.
* Highly PC literate with a good knowledge of Microsoft applications and experience in SAS, SQL or VB. SAS in particular would be advantageous
Please contact 0203 869 0889 or [email protected]