Credit Risk Modelling Manager in London

Location: London
Salary: £72,000 per year
Recruiter: Datatech
Job Hours: Full-time

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Description

Credit Risk Modelling Manager - J12803 - up to £72,000 London/Hybrid

Encompassing skills across regulation and finance with a deep analytics capability. As a member of the Credit Risk Analytics team, your role will include:

  • Improve and develop credit model capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit products.
  • Providing credit measurement modelling and analytics
  • 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
  • Designing and improving credit measurement ecosystems; for example practices around insight into movements, data, controls, model risk management, model monitoring and maintenance, reporting and external disclosure
  • Audit of IFRS9 and assurance of RWA through challenge of methodological approaches and quality of implementation to identify material weaknesses
  • Credit Risk projects inc. acquisition due diligence, stress testing and Quality Reviews
  • Leading a small team of modelling specialists
  • Skills and professional experience

  • 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
  • Experience of the management of credit financials, associated governance and stakeholder perspectives
  • Have worked within the financial services industry and the credit fundamentals of different asset classes
  • Management and leadership skills
  • Skills with modelling software such as SAS, SQL, MS Excel (including VBA), Python, R
  • Ability to think creatively, generate innovative ideas, challenge the status quo and deliver effectively
  • To find out more and to apply for this role in London, please contact Sue @ Datatech Analytics today on 01256 314660.

    Alternatively, you can refer a friend or colleague by taking part in our fantastic referral schemes! If you have a friend or colleague who would be interested in this role, please refer them to us. For each relevant candidate that you introduce to us (there is no limit) and we place, you will be entitled to our general gift/voucher scheme.

    Datatech is one of the UK's leading recruitment agencies in the field of analytics and host of the critically acclaimed event, Women in Data UK. For more information visit our website:


    About Datatech


    Datatech is an Analytics Recruitment Agency for Data Science Jobs & Data Analytics Jobs.
    Our team understands your specific skills and specialisms, career aspirations, and key values. We help realise your career goals and improve your work life. That’s why so many of our candidates end up being our clients.

    Our consultants pride themselves on understanding not just your skills and specialisms as a candidate, but also your aspirations and key values to ensure that the recruitment solution we offer meets your life and work objectives. Datatech believe in working with you to plan and support your career journey meticulously - that’s why so many candidates end up being our clients as well!

    Thinking laterally and resourcefully using our extensive industry knowledge, we focus on delivering a highly personalised recruitment service with quick yet effective results.

    Whilst Analytics is our business, people are our passion…

    Datatech have proven that our ethos of building informed and long-lasting relationships with both clients and candidates achieves mutually beneficial results.

    Candidates - People registering with Datatech are often qualified to degree, M.Sc. or higher level in one or more of the following disciplines; Mathematics, Statistics, Economics, Operational Research, Management Science, Business Management, Computer Science.

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