Credit Risk Analytics Manager

A new exciting role has presented itself due to growth at a leading Financial Institute in the UK. This is a permanent role based in their London HQ paying a salary range between £70k – £90k plus benefits.

Join a newly formed team which was set up to provide Credit Risk Analysis across the various Risk teams within the bank covering both Wholesale and Retail banking. This is a fairly small team with a nice group of people and relatively soft working environment. Work collaboratively across many team and interacting will all stakeholder levels.

The team is responsible for:-

• Delivering stress testing for credit risk which incudes impairments and stressed risk weighted assets. Including new approaches to stress testing using the bank’s in-house models and developing the approach to measuring and monitoring the firms provisions under IFRS 9.
• The team Delivers and improves the provisions of regulator credit risk data for the credit teams which includes creating credit risk dashboards; as well as playing a key role in the banking data review to modernise regulatory returns and bring existing ad-hoc collections into PRA rules.

The Credit Risk Analytics team now has the need for a Manager who is self motivated and keen to learn and be apart of the growth. Taking on the main responsibility of leading the teams stress testing related work, which includes:-

• Developing new models, model improvements and analysis of model results.
• Developing the analytical approaches and comparison of results. You’ll also be involved in delivery through others and presenting results to committees.
• You’ll lead the development and presenting of quantitative asset quality metrics to support stress testing and lead engagements with other credit specialists to ensure consistency.
• You’ll play a key part in the banking data review credit risk workstream and work across the Bank and PRA to design the new credit framework.
• An opportunity to use your technical expertise to design new templates and contribute to the design of new analytics and modelling tools that the new data templates support.

In order to be considered for this role you will need:–

• Experience of stress testing, IFRS9 and credit risk modelling.
• Experience of leading a portfolio or modelling team responsible for stress testing or IFRS9 analysis.
• Experience of leading large workstreams and a strong track record of delivery through others.
• Have a strong understanding of a wide range of data sources.
• Previous experience of developing data visualisation and dashboards; and proficiency in excel and another programming language (Python, R)

Although visa sponsorship is provided for the right candidate, UK banking/advisory experience is preferred.

CV’s to tg@barclaysimpson.com