Modelling Manager - Eximius Finance - eFinancialCareers : Job Details

The role:

• Support the Head of Credit Risk by playing a key role in developing and embedding the bank’s Credit Risk Framework and provide ongoing support in the provision of an effective, data enabled Credit Risk management function for the business.
• Take ownership of overseeing the Credit Risk portfolio management and reporting activities including,
  • Maintaining and developing the bank’s regular credit risk portfolio monitoring, assessment and reporting activities to ensure high quality quantitative and qualitative reporting of the bank’s credit exposures to senior management.
  • Development & maintenance of the bank’s suite of key credit risk indicators and metrics used in the assessment and monitoring of performance against risk appetite and key risk controls.
  • Identify trends and patterns in data to assist in the generation of credit risk insights, scenario analysis & stress testing of the bank’s credit risk exposures in response to macroeconomic developments, internal or external business initiatives and/or idiosyncratic events.   
• Be responsible for Credit Risk modelling tools used for the measurement and monitoring of Credit Risks, including the development and maintenance of the bank’s Credit Risk Scorecard model, and its performance assessment and calibration, in conjunction with risk management and data science colleagues.

Experience 

• 5 years + in credit risk analytics in a retail, corporate or private bank 
• Experience of credit models - PD & LGD models 
• Deep knowledge of VBA, SQL, SAS, Power BI