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Regulatory Analytics Methodology Manager - City, Birmingham, United Kingdom, B1

£70-85k

Regulatory Analytics Methodology Manager

Birmingham

Up to £85,000

The Company

This company gives you the unique opportunity to join one of the fastest fast-growing Retail Banks in the UK, that prides itself on its strong reputation. They are focused on providing their employees with first class training and ensures that each employee can progress and fulfil their goals by giving you the chance to collaborate with colleagues of different levels. This company is dedicated to the well being of their employees and ensures a good work life balance is kept also creating a fun and energetic environment to work within.

The Role

In this role you will be working with IFRS9 methodology and working to maintain and develop this for retail portfolios globally! You will be guiding the model development team, aiding with technical details on IFRS9 methodology as well as interacting with multiple stakeholders. In this role you will be:

  • Managing your own team and external consultants in designing, developing and implementing statistical models in accordance with IFRS9
  • Managing credit risk projects and developing diagnostic methods to quantify changes in reserve due to external and internal changes to the credit risk environment
  • Carrying out enterprise stress testing into the IFRS9 financial framework
  • Developing and installing credit monitoring and tracking systems as well as portfolio forecasts

Key Skills and Requirements

  • Strong and provable programming skills in SAS
  • Knowledge and proven track record in credit modelling and credit risk management
  • Knowledge of segmentation, score card development, loss forecasting and provision modelling
  • Exposure to IFRS

HOW TO APPLY

Interested? Please register your interest by submitting your CV directly by applying to this advert.