Wholesale Analytics Manager

Recruiter
JCW Search
Location
Sheffield
Salary
Competitive
Posted
06 Aug 2017
Expires
15 Aug 2017
Contract Type
Permanent

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)