Wholesale Analytics Manager

  • c.£85,000 per annum
  • Sheffield, England, United Kingdom
  • Permanent, Full time
  • JCW Search
  • 22 Aug 17

An exciting opportunity has arisen within a leading banking group to join their Wholesale Analytics team. You will be working on validation of wholesale credit risk models, including PD, LGD and EAD before they go through the IMR process.

Key Responsibilities:

  • Provide support and oversight of models for PD, LGD and EAD models
  • Ensure Regulatory and Capital requirements are assessed and accurately calculated
  • Take a proactive approach until model governance
  • Liaise with global stakeholders to ensure consistent and streamlined methodologies
  • Manage projects where necessary, paying attention to timeframes and planning
  • Work in conjunction with model developers to ensure regulatory requirements are upheld
  • Assist model teams with model build, rebuild and re-calibration
  • Assess and stay on top of operation risks associated with this role
  • Support the Head of Wholesale Credit Risk Analytics

 

Key Skills:

  • Excellent statistical and regression analysis experience (both practical and educational)
  • Regression analysis concepts must be understood to minimum Masters degree level
  • Experience building Wholesale PD, LGD and EAD models
  • Experience wrting entire model documentations
  • SAS programming skills (desirable)
  • Basel 3 implementation experience (desirable)