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Credit Risk Modelling Manager

  • Location: Scotland
  • Salary: Highly Competitive (Based on experience) + Package + Bonus
  • Job type: Permanent
  • Job reference: 167704
  • Sector: Banking, Credit Risk, Other Financial services , Professional Services
Job Description

Edinburgh / Glasgow

A well-known banking group is looking for an experienced credit risk modeller to lead the team responsible for complex model development projects and analysis, spanning their Retail or Non-Retail portfolios.

The role will involve the management of complex model development projects and analysis; leading the scoping, design, development, validation and implementation of credit risk models, in line with Bank standards and regulatory compliance requirements

Overseeing the loan loss provisions and stress testing modelling, you will ensure the portfolio risk and automated decisioning is aligned with risk appetite.

You will be involved with IFRS 9 provisioning, stress testing, economic modelling and micro economic forecasting.

The team are forward thinking, implementing new concepts, economic time series analysis and simulations.

It's essential you have

  • Significant experience of model development projects across a range of Retail or Non-Retail credit portfolios with a good understanding of model usage
  • Experience in credit risk management, ideally in an IRB environment
  • Experience in an environment that drives strong commercial understanding and utilises the interpretation of complex data collation and analysis to identify effective model management and credit decisioning
  • Expertise in the use of statistical analysis software R or SAS
  • A numerate degree or equivalent technical experience
  • Experience leading a team including effective resource management, positive behaviours and performance coaching/development to build capabilities
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