Apermanentopportunityhasarisenfora SeniorModelling Analyst (Credit Risk) tojoinaleadingfinancialservicesorganisationattheBirminghamHQ.Thisrolewillplaceyouatthecentreoftheriskmodellingfunction,withresponsibilityfordeveloping,validatingandmaintainingstatisticalmodels,includingIFRS9andoperationalscorecards.
To be considered for an interview, please make sure your application is full in line with the job specs as found below.
Itsapositionthatcombinestechnicalchallengewithrealinfluence,givingyouthechancetoshapekeydecisionswhilebuildingyourcareerinanenvironmentthatinvestsinlearninganddevelopment.
Keyresponsibilities:
Performfirstlinevalidationofstatisticalmodels,includingIFRS9models(PD,EAD,LGD)andoperationalscorecards(behaviouralandapplication).
Reviewtheoutputofmodelmonitoringandexecuterecalibrationorremediationactivitieswhenmodelsareoutoftolerance.
Carryoutmodelriskanalysistosupportbusinessdecisionmaking.
Developandrefinemodels(applicationandbehaviouralscorecards,IFRS9,ICAAP)inlinewithstrategicobjectivesandriskappetite.
Ensureallmodelscomplywithregulatoryrequirementsandinternalmodeldevelopmentandvalidationstandards.
Undertakewhatifanalysistoassessthefinancialimpactofknownchanges.
Contributetoroutineactivitiessuchasbenchmarking,sensitivityanalysis,evaluatingpost-modeladjustmentsandverifyingmonthlymodellingdatasets.
Produceclear,accuratereportsandcommitteepapers,andcompiletimelyminutesfortheModelRiskGroup.
SupportthedeliveryofmodelinventoryandEndUserComputing(EUC)requirements.
Identifyandmanageriskwithinyourareaofresponsibility.
Skills&experiencerequired:
StrongSASprogrammingskills,withtheabilitytocodesolutionsfromscratchandautomaterepeatabletasksusingefficientlogic.
Preferablyseveralyearsofrecent,hands-onSASexperience.
GoodunderstandingofIFRS9requirementsandthecreditlifecycle.
Degreeinmathematics,statisticsoranothernumeratesubject.
Stronganalyticalandproblem-solvingskills,withattentiontodetailandaccuracy.
Abilitytoidentifytrendsandoutlierswithindata.
ProficientinMicrosoftOfficepackages.
Clearcommunicator,abletopresentfindingseffectivelytobothtechnicalandnon-technicalaudiences.
Acollaborativeteamplayer,alsoconfidentworkingindependentlyandmanagingworkload.
Whatsonoffer:
Hybridworking2daysperweekintheBirminghamoffice.
Excellentlearninganddevelopmentopportunities.
Thechancetogrowyourcareerinarespectedandsupportiveorganisation.
Pleasenote: Tobeconsideredforthisposition,applicantsmusthavethelegalrighttoworkintheUKonapermanentbasis,withouttheneedforcurrentorfuturesponsorship.
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