DI8870

Risk Manager- Credit Risk Modelling- SAS-London-75,000

Risk Manager- Credit Risk Modelling- SAS-London-75,000 - Job representing image

JOB RESPONSIBILITIES

Strategic

  • Manage projects / tasks in developing, enhancing and implementing credit grading system across the bank
  • Develop standardized process and methodology for risk scorecard, IRB model development
  • Coach, train and support other analytic staff and business users on leverage credit grading system and other analytic models to achieve business benefits.
  • Help line manager enhance and quality assure the IFRS9 scoring engine performance and achieve the IFRS9 ToM objectives

Operational

  • Lead on risk analytic projects / tasks to deliver and implement solutions according to specified time schedule
  • Significantly contribute to developing in-house scorecards, IRB or other risk models throughout the credit lifecycle from application to collection/recovery, develop or calibrate Basel IRB models (PD/LGD/EAD) to satisfy capital requirement. Develop interim solutions for PD/LGD estimates where data remained limited.
  • Develop, validate and update IFRS9 models
  • Use data mining, data modeling and segmentation to build credit scorecards
  • Use SAS to process, organize and standardize data for analytics purposes
  • Calibrate and realign scorecards & IRB models

Relationships

  • Keep all stakeholders regularly updated on project progress, and timely prepare documentation and presentations for clear records and communications
  • Share good practice and learning with team members and business associates

Knowledge Gathering

  • Project management
  • Be a domain expert on scorecard, IRB models and risk analytics
  • Deep knowledge in general statistical analysis, predictive modeling and possibly also AI
  • Excellent in SAS and Macro programming for data processing and model development

- provided by Dice
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£0/year
Essex , United Kingdom
DI8870
Nigel Frank International (Agency)