Credit Risk Analytics and Modelling - Assistant Manager
Job Openings Credit Risk Analytics and Modelling - Assistant Manager
About the job Credit Risk Analytics and Modelling - Assistant Manager
Our client, a leading global consultancy, is looking to recruit a Credit Risk Analytics and Modelling Assistant Manager to help clients improve and develop their credit measurement capabilities focusing on IFRS9, IRB and stress testing approaches across the full range of credit asset classes. The AssistantManager will benefit from a flexible working policy.
Role Responsibilities
- Providing credit measurement modelling and analytics services, including supporting 1st Line teams with the build of new models or improvement/review of existing models, support to 2nd Line oversight/model review functions or to 3rd Line Internal Audit teams
- Helping clients with designing and improving their wider credit measurement ecosystems; for example practices around insight into movements, data, controls, model risk management, model monitoring and maintenance, reporting and external disclosure
- Supporting audit of IFRS9 and assurance of RWA through challenge of our clients methodological approaches and quality of implementation to identify material weaknesses or areas of concern
- Supporting other credit measurement-related projects such as acquisition due diligence, stress testing and Asset Quality Reviews
- Building long-term relationships with clients to be regarded as a trusted advisor
- Managing a diverse team and building an inclusive culture where people are recognised for their contribution
Professional experience
- Expert credit modelling skills and experience in the development, delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing regimes
- Advanced skills with modelling software such as SAS, SQL, MS Excel (including VBA), Python, R
- Excellence in ability to communicate complex concepts to non-expert audiences
- Good understanding of the financial services industry and the credit fundamentals of different asset classes
- Project management and leadership skills
- Experience of developing talent and coaching a team
- Ability to think creatively, generate innovative ideas, challenge the status quo and deliver effectively
- Knowledge of current economic and market trends
- Experience interacting with regulators and/or auditors
- Commercial understanding of the use and business consequences of IFRS9 and capital rating system outputs
- Understanding of wider rating systems concepts including data, systems, controls, use test etc.
- Understanding of the changing regulatory environment as it relates to credit measurement
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