Credit Risk - Stress Testing/Monitoring - London, United Kingdom,
An overseas bank wishes to recruit a credit data analyst within credit risk with focus on developing and improving the current credit risk monitoring tools, including portfolio credit risk monitoring and credit stress testing.
The main duties include:
- Running credit risk reports for both entities, and producing management information for the management committees and for Head Office.
- Managing the Asset Classification process and running Expected Credit Loss calculations on regular intervals.
- Developing and improving the current credit risk monitoring tools, including portfolio credit risk monitoring and credit stress testing.
- New risk reporting implemented in RiskMetrics, Kondor+, KGR and other bank systems.
- Ensuring managing the use of IT systems and of data, particularly personal data, in accordance with the Joint IT Security Policy.
- If required, assisting with UAT for new product launches.
- Conducting BCP testing at disaster recovery site.
- Reporting and escalating material risk events, including conduct risk events and conflicts of interest, or losses to the Head of Department.
- Problem solving and team working skills and an eye to detail.
- Educated to degree level in a numerate discipline, additional risk qualification desirable.
- Extensive knowledge and experience of using Microsoft Excel, Word and PowerPoint. Skills in VBA, SQL, Visioetc. are desirable.
- Knowledge of, and previous experience in, credit risk systems highly desirable.
- Previous experience of Kondor+, KGR and RiskMetrics systems desirable.
If you wish to be considered for this role please apply now.