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Credit Risk Modelling Analyst / Edinburgh / £32 - £54K
Looking for dedicated Risk professionals to make a long-lasting impact within a business that's breathing new life into personal finance and retail banking.
This role is:
- To build, monitor and manage Basel models (PD, EAD and LGD) that are used in the management of the retail bank credit portfolios.
- To ensure models are operating effectively and within policy.
- To take remedial action such as model adjustments, policy overlays or redevelopment where appropriate.
- To ensure model documentation is up to date and fit for purpose.
- To review regular reporting and data extract procedures with a view to driving forward changes to procedures that result in improved efficiency.
- To work within the wider analytical community to identify and propose cutting edge modelling, techniques and data sources to be employed by the Models.
- To develop their knowledge and understanding of credit products at product, portfolio and process level such that their expertise lends itself to the continued improvement of all credit models.
- Provide support and training to junior team members
- To adhere to all TCF principles and demonstrate them within the role wherever possible.
- Practical experience in Basel and/or Scorecard modelling for retail asset class highly advantageous - including Basel PD, LGD, EAD model and stress testing methodology.
- Broad knowledge of credit management across the customer lifecycle.
- Expert in monitoring and managing models, particularly Basel models.
- Knowledge of Basel Accord, CRD IV, ICAAP, capital management advantageous.
- Degree educated in an analytical discipline (e.g. mathematics, statistics, operational research, management science).
- Highly numerate with a propensity to analyse and solve problems.
- Advanced SAS skills.
A role with us will have its challenges, demanding a variety of skills and a strong personality - but will offer the rewards to match. We're here to go the extra mile for our customers, and we'll be here for you too - ensuring you can build on your abilities and forge a career of achievement. For us, it's simple. With the expertise you bring, you'll play a huge part in our success stories.
Salary -£32 - £54K
Please contact Sunita Patel on 0121 265 7474 to discuss further or forward you CV via the link below.