The roles responsibilities will include:
- Designing, developing and implementing the retail credit risk models
- Technical model development/validation documentation review
- Assessment of model performance
- Independent replication of model documentation and performance
- Ability to communicate risk and finance requirements of IFRS9 to the reciprocal function, i.e. risk to finance and finance to risk.
- Set up of model re-calibrations where annual review/monitoring indicates remedial action is required.
- Manage and participate in a diverse range of projects undertaken by the retail risk group
- Ensure the continued development and maintenance of the credit risk framework
- Monitor the performance of already existing models in use
For successful candidates will have an opportunity to work in a multi-faceted position which offers wide exposure and great career progression
- Strong educational background
- Experience working within the credit risk space
- Knowledge of the IFRS9 framework
- Proven experience Developing and Validating models
- Retail / consumer experience is a bonus
- Strong communication skills
- Direct experience in developing financial risk models
- Ability to understand and execute programming code using SAS, Python and R.