Credit Risk Analyst
Contract Duration: 6 Months initially
The Role:
Your role is to design, implement and maintain analytics systems and processes that support
Bank-wide solutions including the implementation of IRB, IFRS9, collection, acquisition &
data models as well as regulatory process deployments such as LCR, FINREP & COREP. You
will also be required to perform in-depth analysis into model and process outputs to ensure
they have been deployed accurately and correctly, that model drivers are clearly
understood, and key trends are identified. This is a technical role that uses advanced
programming techniques to implement and understand the range of solutions your team
are responsible for.
The Team:
The Analytics Platform & Process team is part of the Central Data Office (CDO). Through the
CDO the team aims to deliver a centre of excellence for analytical model and process
deployment for the Bank. The team has a key role to play in helping achieve the Bank's
strategy of simplification and driving efficiencies through this implementation process. The
team is involved in the following activities:
· The design and maintenance of systems and processes across the credit lifecycle from
origination to collections, including those supporting Basel IRB & IFRS9 models.
· Development and implementation of data models supporting analytics and regulatory
processes
· Deployment and maintenance of systems to support regulatory processes such as LCR,
FINREP & COREP
· Analysis and production of model and process outputs across the Bank's portfolios
covering required regulatory and operational requirements, key performance indicators,
risks & trends.
· Maintenance and testing of the Bank's model implementation software.
· Development and build out of the Bank's SAS platform
Responsibilities:
Lead the production of model and process outputs, including key metrics
Lead the ongoing enhancement and changes required to the systems that perform
these calculations
Drive the development of new technologies and processes to comply with emerging
legislation
Provide excellent service to process owners by delivering high quality outputs within
agreed timelines
Produce high quality insights across all portfolios covering required regulatory and
operational requirements, key performance indicators, risks and trends
Identify new technologies and techniques to drive improvements and efficiencies
Work in partnership with colleagues across business functions on multiple projects
to deliver changes and enhancements
Maintain and test systems to provide first class service to all users
Produce model and process documentation as required
Ensure compliance with the Risk and Control framework
Provide support, structure, guidance and training to less experienced colleagues
Support engagements with internal and external auditors
Requirements:
Essential
· The role requires rigorous analysis of data and the use of advanced methodologies.
Candidates should possess, at a minimum, a third-level honours degree in a numerate
subject area such as Computer Science, Mathematics, Statistics or Economics
· Two or more years in a similar role
· Excellent IT skills with proficiency in SAS, SQL, Teradata, Visual Basic and a general purpose
programming language (e.g. Javascript, Python). Linux experience is also desirable
· Proven ability to prioritise workloads and will show determination and flexibility to deliver
to very strict timelines
· An ability to communicate complex issues in a straightforward manner
· Excellent documentation, report writing & presentation skills
· Experience in a relevant financial services environment with a good understanding of all
retail products (Mortgages, Term Loans, Current Accounts and Credit Cards) Desired
· Knowledge of the current and emerging European regulatory/compliance/ accounting
landscape including IFRS 9, CRR/CRD IV and EBA requirement
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.
BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.
