Credit Risk Model Manager- Portfolio Analytics - MERJE | Niche Recruitment
BRINGING TALENT TOGETHER
0203 637 1600 / 0161 883 2740

Credit Risk Model Manager- Portfolio Analytics

South East | £60,000 - £63,000 | Permanent

Job Description: Lead portfolio analytics team in performing deep dive analysis, develop & document methodologies and processes on ICAAP stress testing, IFRS9 modelling, portfolio loss and provision forecast, concentration & correlation analysis, and RWA optimization. Support bank-wide programs on capital assessment, allocation and efficiency improvement

The Client- A well- known Bank.

This Client does not provide sponsorship.

The role-

  • Lead the ICAAP, stress test, budgeting CoR and Pricing CoR analytics and modelling.
  • Undertake adhoc portfolio analysis assignments as required to support regulatory requirements
  • Perform analysis in supporting due diligence
  • Support in-house model building as required
  • Work with the data warehouse team to implement impairment models and validate that they have been implemented as per development including any policy rules and strategies
  • Convert existing SQL/ Excel based models to SAS for ease of execution and governance
  • Identify and populate the most relevant modelling data from internal and external sources
  • Identify any subpopulations within the bank that need to be treated differently e.g. Homes with multiple occupancy

Key Requirements:

  • Strong Base SAS skills, Knowledge of Macros and Enterprise Guide would be an advantage as would ODS experience
  • Very strong Microsoft skills in Excel, Word and Power point. VBA experience would help
  • Ability to convert numbers to meaningful data
  • SQL experience (Medium to High)
  • Strong analytical background

To discuss the role in greater detail please contact Nuhaa Mohamed on 0161 883 2762 or send through your CV to nmohamed@merje.com

 

Credit Risk Model Manager- Portfolio Analytics | Manchester

To discuss this position further contact:

Nuhaa Mohamed
0161 883 2762 / 07746 521 401
nmohamed@merje.com

Ref code: 13616
Date posted: 16/06/2017

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What people say about us...

 

Customer Contact Testimonial One

What makes the difference between MERJE and other agencies is the simple principle that they take the candidates seriously and are absolutely open and honest. A consistent factor is that they never disappear; candidates are supported before and after interviews, and receive constructive feedback from agents who are always professional.

Process Improvement Manager, Global Financial Services Organisation

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Process Improvement Manager, Global Financial Services Organisation

What makes the difference between MERJE and other agencies is the simple principle that they take the candidates seriously and are absolutely open and honest. A consistent factor is that they never disappear; candidates are supported before and after interviews, and receive constructive feedback from agents who are always professional.

Financial Crime & Fraud Testimonial One

MERJE has a very good understanding of the AML markets and won’t put someone forward if they don’t think they’re capable or qualified. They regularly update you and you get the sense that they care about their clients, as well as the person they’re putting forward. All-in-all an excellent experience.

Deputy MLRO, Corporate Bank

2015-06-18T14:35:42+00:00

Deputy MLRO, Corporate Bank

MERJE has a very good understanding of the AML markets and won’t put someone forward if they don’t think they’re capable or qualified. They regularly update you and you get the sense that they care about their clients, as well as the person they’re putting forward. All-in-all an excellent experience.

Risk Management Testimonial One

MERJE was not only very well organised, they had good communication skills and, more importantly, a thorough understanding of the business I was joining. They provided excellent guidance and support throughout a challenging process and the role has presented exactly the right challenge at this stage in my career.

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Senior Risk Manager, Commercial Lender

MERJE was not only very well organised, they had good communication skills and, more importantly, a thorough understanding of the business I was joining. They provided excellent guidance and support throughout a challenging process and the role has presented exactly the right challenge at this stage in my career.

Public Practice Testimonial One

MERJE were an excellent help and have successfully placed over 5 candidates with me over the past 2 years. I always find their candidates to be more experienced than their competitors and they take a genuine approach to their work. They are very professional and friendly and I would highly recommend their services to potential clients who are looking to recruit.

Audit Manager, Top 50 Accountancy

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Audit Manager, Top 50 Accountancy

MERJE were an excellent help and have successfully placed over 5 candidates with me over the past 2 years. I always find their candidates to be more experienced than their competitors and they take a genuine approach to their work. They are very professional and friendly and I would highly recommend their services to potential clients who are looking to recruit.

Wealth Management Testimonial One

MERJE has been a breath of fresh air, working with such personable, professional and pleasant recruitment professionals. They have restored my faith in recruiters and they stand out above the rest in the wealth management space. I would highly recommend their services to any of my friends or colleagues.

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Wealth Manager, Private Bank

MERJE has been a breath of fresh air, working with such personable, professional and pleasant recruitment professionals. They have restored my faith in recruiters and they stand out above the rest in the wealth management space. I would highly recommend their services to any of my friends or colleagues.

Contingency Recruitment Testimonial One

MERJE really understands the markets that they operate in and goes to considerable lengths to really understand their clients’ needs. Finding exceptional candidates in the very competitive financial services world is extremely difficult. MERJE has consistently sourced excellent candidates for us. I cannot recommend MERJE highly enough.

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COO, Management Consultancy

MERJE really understands the markets that they operate in and goes to considerable lengths to really understand their clients’ needs. Finding exceptional candidates in the very competitive financial services world is extremely difficult. MERJE has consistently sourced excellent candidates for us. I cannot recommend MERJE highly enough.

Retained Assignment Testimonial One

I was tasked with recruiting an entire risk and compliance function and met with MERJE to discuss our requirements. I left them to do the rest – and they did. They know the market and took the time to listen and understand our culture, providing good quality candidates. They are now our ‘go-to’ company.

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I was tasked with recruiting an entire risk and compliance function and met with MERJE to discuss our requirements. I left them to do the rest – and they did. They know the market and took the time to listen and understand our culture, providing good quality candidates. They are now our ‘go-to’ company.

Interim Appointments Testimonial One

MERJE helped me make my first steps into the interim market, from finding my first role, to setting up as a contractor and getting paid! Regular contact at key points gives me the assurance they’re working on my behalf. They’ve been extremely helpful through some difficult times; they’re a trusted source of information and guidance.

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MERJE helped me make my first steps into the interim market, from finding my first role, to setting up as a contractor and getting paid! Regular contact at key points gives me the assurance they’re working on my behalf. They’ve been extremely helpful through some difficult times; they’re a trusted source of information and guidance.

Finance & Accountancy Testimonial One

I was very pleased with MERJE’s approach and particularly their understanding of the client. The recruitment process ran smoothly from start to finish and they demonstrated high levels of customer service throughout. I would not hesitate in working with MERJE again, or recommending their services within the finance space.

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I was very pleased with MERJE’s approach and particularly their understanding of the client. The recruitment process ran smoothly from start to finish and they demonstrated high levels of customer service throughout. I would not hesitate in working with MERJE again, or recommending their services within the finance space.