Credit Exposure Management - Data & Model Analytics

  • £60,000 - £85,000 (depending on years' experience) + Benefits + Bonus
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Maxfield Search
  • 03 Jul 18 2018-07-03

My client, a leading Global Bank, requires a Credit Portfolio Risk & Model Data Analytics professional to join their function within their Front Office, Credit Solutions business. You will ideally have experience working in a technical risk environment or have directly worked with data used in risk calculations, data manipulation (SAS), Corporate / Wholesale Banking models or corporate EAD and LGD models. Any Data warehousing experience (SAS, Oracle) would be an advantage and a strong data analytics background is essential. We welcome interest from candidates at an Analyst/AVP to Senior Analyst/VP Level if you are interested, please apply below.

Ideal Experience:

  • Advanced data manipulation and analysis using SAS, SQL or Oracle 
  • Good knowledge of Banking, Finance or Insurance markets
  • Good understanding of statistics and familiarity with sophisticated tools for numerical analysis
  • Working knowledge (hands on or conceptually) of maintaining and back testing PD, LGD and EAD models
  • Awareness of the banking regulatory landscape including impairment assessment approaches and IFRS 9
  • Relevant working experience in a similar environment in a bank, rating agency, consultancy or advisory firm

Technical Skills:

  • Ability to manipulate and handle large sets of data, especially credit risk related data
  • Ability to work on and successfully deliver projects within the agreed time scale
  • Ability to liaise with all relevant stakeholders: model owners, credit, business, Finance, IT, senior management and regulators.
  • Ability to simplify technically difficult problems and deal with complex issues for which there is no obvious solution. 
  • Open personality with effective communication skills
  • Work with colleagues, the business and a range of key stakeholders in an international team
  • Organisation skills, ability to prioritise and able to deliver presentations, training and workshops
  • Strong programming skills - ideally VBA, SAS, SQL, R or similar. 

Qualifications

University degree with advanced mathematical focus or Masters / Ph.D. in a quantitative field. 

 

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