Risk Analytics Senior Manager / Challenger Bank - £70k - £90k

Recruiter
BCT Resourcing
Location
Essex, Essex
Salary
0
Posted
15 Mar 2017
Expires
12 Apr 2017
Ref
1388952
Sector
Accounting
Contract Type
Permanent
Hours
Full Time
Key responsibilities will include:

- Support the bank wide improvement of credit grading systems
- Lead the scorecard and Basel model methodology development
- Entrench risk weighted asset efficiency and capital cost in decision making
- Support the advancement of Group Model Risk Framework and Policy
- Develop in house scorecards and improve solutions for PD/LGD estimates where vendors are engaged
- Use SAS to construct databases, perform statistical analysis and build predictive models
- Construct MIS report across SBUs

Essential knowledge and experience:

- Degree is Quantitative field
- 10+ years' experience in advanced analytics
- Technical understanding and experience of Basel IRB models
- Knowledge of Operational Risk Modeling is preferable
- Strong SAS programming and data handling skills
- Working knowledge in statistical analysis , credit scorecards and Basel modeling
- Experience with AI techniques is advantageous

Risk Analytics Senior Manager - Challenger Bank - £70k - £90k

More jobs like this