Credit Risk Model Oversight Manager
Belfast (+ Remote)
Up to £75,000
Have a huge impact here by managing the oversight of Credit Risk Models, including setting the framework, reviewing methodology and managing model reviews using SAS.
A data-driven lender with a laid back culture. Team structure means you'll interact with senior stakeholder regularly. There is also a structured progression plan to help you grow into a leader within the business.
- Provide technical review and challenge all models across the bank (wholesale and retail)
- Work on full breadth of models from IFRS9, A-IRB, stress testing, credit pricing, operational scorecards etc
- Manage Credit Risk Model framework
- Work across teams, overseeing the first line of defence
- Advise on how models can be improved and processes can be optimised
- Engage in stakeholder management acting as an important point of contact across different business lines
YOUR SKILLS AND EXPERIENCE:
- Experience in a Credit Risk Model development or validation role is required
- Knowledge of relevant regulations including IFRS9, IRB, IAS39 etc
- Experience using SAS or SQL is essential (SAS preferred)
- Analytical skill set with a numerate degree from an accredited University
- Competitive Benefits
- Established route to management and beyond
- Unique opportunity for technical development and diversification of skills
- Remote working 3 days per week
Credit Risk, Strategic Analysis, SAS, SQL, Finance, Portfolio Analysis, Portfolio Management, Credit Risk Models, IRB, PD, LGD EAD, Basel, Capital Models, Loss Forecasting, Scorecards
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