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Credit Risk Model Oversight Manager - London, United Kingdom,

£50-75k

Credit Risk Model Oversight Manager
Belfast (+ Remote)
Up to £75,000

Have a huge impact here by managing the oversight of Credit Risk Models, including setting the framework, reviewing methodology and managing model reviews using SAS.

THE COMPANY

A data-driven lender with a laid back culture. Team structure means you'll interact with senior stakeholder regularly. There is also a structured progression plan to help you grow into a leader within the business.

THE ROLE:

  • Provide technical review and challenge all models across the bank (wholesale and retail)
  • Work on full breadth of models from IFRS9, A-IRB, stress testing, credit pricing, operational scorecards etc
  • Manage Credit Risk Model framework
  • Work across teams, overseeing the first line of defence
  • Advise on how models can be improved and processes can be optimised
  • Engage in stakeholder management acting as an important point of contact across different business lines

YOUR SKILLS AND EXPERIENCE:

  • Experience in a Credit Risk Model development or validation role is required
  • Knowledge of relevant regulations including IFRS9, IRB, IAS39 etc
  • Experience using SAS or SQL is essential (SAS preferred)
  • Analytical skill set with a numerate degree from an accredited University

THE BENEFITS:

  • £75,000
  • Competitive Benefits
  • Established route to management and beyond
  • Unique opportunity for technical development and diversification of skills
  • Remote working 3 days per week

KEYWORDS:

Credit Risk, Strategic Analysis, SAS, SQL, Finance, Portfolio Analysis, Portfolio Management, Credit Risk Models, IRB, PD, LGD EAD, Basel, Capital Models, Loss Forecasting, Scorecards