Lead and manage the design, development, implementation of next-generation informatics and advanced analytics solutions and the credit risk function
To drive, through data sets and sources, innovation in the groups's delivery of its business across the full life cycle of credit risk. To support the strategy area's using advanced optimisation techniques to focus effort to high return segments.
To create/ maintain a suite of scoring and regulatory capital PD/LGD/CF models for use across the credit life cycle using 'best in class' statistical techniques.
Manage regulatory Pillar 1 capital forecasting & stress testing for both internal and external requirement.
Minimum 6 years overall experience in advanced analytics.
Master's in Statistics, Mathematics, Operations Research, Decision Sciences, Applied Probability etc.
Software and Languages: Strong skills in Base SAS, SAS/STAT, SAS Enterprise Miner , R, SPSS
Familiarity with relational database desigh
Strong background in management of credit risk model lifecycle including; development, testing, validation, implementation, maintenance & model risk frameworks.
Broadgate Search specialises in the recruitment of Compliance, Risk, Audit and Governance roles such as Chief Risk Officer, Head of Risk, Risk Manager, Risk Specialist, Enterprise Risk Officer, Operational Risk Officer, Market Risk Officer & Credit Risk Officer. For more information contact Jake Calver on 01 905 8605.