Credit Risk Modelling Manager

London, Greater London
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Credit Risk Modelling Manager - J12803 - up to £72,000 London/Hybrid

Encompassing skills across regulation and finance with a deep analytics capability. As a member of the Credit Risk Analytics team, your role will include:

Improve and develop credit model capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit 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
Audit of IFRS9 and assurance of RWA through challenge of methodological approaches and quality of implementation to identify material weaknesses
Credit Risk projects inc. acquisition due diligence, stress testing and Quality Reviews
Leading a small team of modelling specialists
Skills and professional experience

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
Experience of the management of credit financials, associated governance and stakeholder perspectives
Have worked within the financial services industry and the credit fundamentals of different asset classes
Management and leadership skills
Skills with modelling software such as SAS, SQL, MS Excel (including VBA), Python, R
Ability to think creatively, generate innovative ideas, challenge the status quo and deliver effectively
To find out more and to apply for this role in London, please contact Sue @ Datatech Analytics today on (phone number removed).

Alternatively, you can refer a friend or colleague by taking part in our fantastic referral schemes! If you have a friend or colleague who would be interested in this role, please refer them to us. For each relevant candidate that you introduce to us (there is no limit) and we place, you will be entitled to our general gift/voucher scheme.

Datatech is one of the UK's leading recruitment agencies in the field of analytics and host of the critically acclaimed event, Women in Data UK. For more information visit our website: (url removed)

Job Info
CV-Library logo
Job Title:
Credit Risk Modelling Manager
Company:
CV-Library
Location:
London, Greater London
Salary:
Competitive
Posted:
Jun 26th 2024
Closes:
Jul 27th 2024
Sector:
Consulting
Contract:
Permanent
Hours:
Full Time
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