Description
Hi Professionals,
Greetings From Ampstek!!
Hope you are high in your spirits. Please stay safe.
Our client is looking for Credit Risk Manager to join a high-growth organization. If you are interested share your resume to [email protected]
Role: Credit Risk Manager
Location: London, UK (Onsite 3 days/Week)
Duration: Contract
Job Description:
- Lead the development of a suite of models and tools used to support the Society’s corporate objectives. This primarily relates to models/tools relating to the measurement and management of residential credit risk, but also includes models used to support impairment and product pricing.
- Lead the development, maintenance and first line validation of statistical models, impairment models, processes, and procedures in particular IFRS 9 Models (PD, LGD & EAD) and scorecards.
- Undertake monitoring of models to ensure these are performing within tolerances. Escalate any issues identified so that corrective action may be taken.
- Provide analytical insight across the Society to support decision making.
- Provide support to staff across the Society who use models/tools developed by the team.
- Ensure models are developed in accordance with industry best practice techniques and regulatory requirements and guidance, as well as the development and validation standards set out by the Society’s Model Risk Group (MRG).
- Prepare clear and concise papers relating to models for Risk Governance Committee meetings and Senior Management.
- Identify and manage Risk within area of responsibility.
Key Skills and Experience:
- Highly numerate and analytical
- Experience of building regulatory models.
- Preferably a degree in Mathematics or statistics related subject
- Exposure to specialist statistical and data mining tools preferred (SAS, Python, R)
- High level of attention to detail enabling the production of analyses with a consistently high degree of accuracy
- Well organized and able to prioritize workload in line with tight deadlines; work effectively under pressure.
- Experience in IFRS 9 Expected Credit Loss modeling, Unexpected Credit Loss analysis,
and Basel framework compliance.
Thanks & Regards,
Sudhakaran
IT Recruiter | Europe & UK
Email - [email protected]
Tel - +44(20)45150009
Ampstek Services Limited