Risk Analyst | Capital Modelling | Banking
Our client, a leading International Bank, are looking to further strengthen their risk management team with the addition of a credit risk analyst with capital modelling skills.
This is an excellent opportunity for a banking professional with some knowledge of forecasting, stress testing and modelling within a Credit Risk environment to make a career enhancing move.
Key Responsibilities:
* Execution of the Pillar 1 and Pillar 2 credit quantification
* Test existing credit risk models and sub-components and make recommendations for enhancement
* Optimise template structures to deliver final stress test results for internal & external requirements e.g. SSM, ICAAP
* Produce high quality value-added management monitoring information for the group's credit portfolios covering required regulatory and operational requirements, key performance indicators, risks and trends
* Build data sets which are robust and efficient for use across Credit Risk, helping to maximise speed of developments through efficient coding
* Provide a high standard of documentation on all model development projects
Key Requirements:
* Excellent academic credentials in a highly numerate oriented subject such as mathematics, statistics, actuarial science, econometrics or quantitative discipline
* Strong knowledge and experience in SAS, SQL or VB.
* Proven experience in a forecasting, stress testing or modelling role in a Credit Risk environment
* An ability to operate on a flexible basis to cope with demanding delivery timelines
* An innovative and creative approach to problem solving
Interested parties should click the APPLY button to direct a copy of their CV to John Ennis at TANA Recruitment for immediate consideration