Credit Risk Portfolio Analytics Manager

My client is a specialist mortgage lender offering bespoke lending to property investors and developers.  The firm has been growing steadily over the past few years and has been strengthening its risk management capabilities both pre and post acquisition.

A new position has become available in the firms portfolio credit analytics team, in which you will have the opportunity to undertake and lead the production and enhancement of regular and ad-hoc Credit Risk sensitivity analysis for the Risk function and the wider business. Providing analysis and insights on the impacts of macro-economic and environmental stresses on the group’s portfolio, contributing to the setting of capital requirements and the credit risk appetite across the business.

Key areas of focus will be:

• Supporting stress testing, including the development and enhancement of stress models
• Assessing performance of the existing portfolio under macroeconomic stress scenarios, and subsequent impact on the groups capital position
• Supporting the alignment of stress testing across the group entities
• Owning key analytics for sensitivities relating to climate risk, portfolio concentrations, identification of improvements to data quality, and analytical support to the wider business relating to green initiatives.

To be successful in this role, you should have prior experience working in retail/consumer finance credit risk, with strong experience of analysing credit risk data using industry standard statistical and mathematical techniques, prior experience of IFRS9 and/or stress testing, with strong SAS and SQL coding experience