Modelling Manager - Retail Bank

  • 60,000 Basic + Excellent Benefits & Bonus
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Gresham Hunt
  • 23 May 18 2018-05-23

Gresham Hunt have partnered with a long standing Retail Banking client who are looking to recruit a Credit Risk Modelling Manager to join their UK team.

This new role will primarily focus on the development of retail and commercial credit risk models (including Scorecards, AIRB, IFRS9 and forecasting models).

 

Responsibilities:

 

  • Lead the design, development and implementation of the banks AIRB models for the retail portfolio of the bank
  • Lead a team of 2/3 analysts, offering mentorship and support
  • Ensure all models are monitored correctly and clearly communicate the models performance to various stakeholders
  • Apply various statistical methods in the development of the new models
  • Reporting into the Head of Group Risk Models you will be required to have strong stakeholder engagement experience

 

Requirements:

 

  • Strong experience in the development in risk models or as a senior Credit Risk Analyst
  • Be very comofrtable using primarily SAS, but also any FICO model builder, SPSS, R, Matlab will be advantageous
  • Strong communication skills
  • Ideally experience across both retail and commercial portfolios
  • Educated to at least degree level in a numerate subject

 

Credit Risk / Regression / IRB / PD LGD EAD / IFRS9 / SAS / SQL / Modelling / Modeller/ Portfolio / PCA / Credit Card / Collections / Development / Model / Risk Analysis / AIRB / Mortgages / Basel / Analyst