What will you be doing?
o Develop credit risk models across life cycle of various portfolio. This includes regulatory models (capital / impairment), credit decisioning and stress testing models
o Delivering robust, predictive models and tools that are compliant with both internal and external regulations.
o Identify and use cutting edge techniques to develop best in class models
o Share and seek out best practice across the modelling peer group to develop self.
o Deliver high levels of accuracy and internal consistency / validation within own project
o Provide business with insights and recommendations in order to improve strategy and process.
o Develop high-standard SAS / Python code and model documentation.
o Ensure accurate implementation of models and support their use, interpretation and monitoring
What we’re looking for :
o Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or engineering.
o A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression, etc).
o Knowledge of Retail products
o Proficiency in SAS / SQL, or other suitable statistical programming language like Python
o MS Office Skills (Preferably Word, Excel & PowerPoint)
Skills that will help you in the role
o Strong understanding of banking products.
o Expertise in modelling techniques and their value in business
o Full understanding of Credit Risk Processes and Strategies, including knowledge of credit loss provisioning.
o Ability to act as Team Expert’ in a specialist knowledge area of analytics that will complement the detailed knowledge of other team members.
o An understanding of the fundamental principles of the Basel II Accord and / or of IFRS IAS 39.
o Knowledge of Model Execution Framework (MEF)
Where will you be working?