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My client is a large retail and corporate bank with offices throughout the UK. They are currently looking for an individual to work in the Chester based office within the corporate banking arena. The ideal candidate will have both corporate and retail banking experience and will be highly numerate and analytical
1. JOB PURPOSE
Enable Corporate Banking to take credit risk knowledgeably within the Asset Finance portfolios, for appropriate reward, through the application of first class credit risk management techniques.
Working with colleagues within the Risk Analytics team and colleagues within the businesses areas to deliver BIS II compliant Credit Models to attain IRB status and achieve the appropriate capital benefits.
To provide leadership on analytical and statistical matters to the Retail Motor and Asset Finance businesses in matters of credit policy and credit risk, manage the development and maintenance of appropriate Expected Loss models, rating tools, and application scorecards for all element of the portfolio.
2. KEY DIMENSIONS
The role can be summarised as (but is not limited to):
• Provision of appropriate risk management solutions to meet business needs using appropriate statistical and modelling techniques. Reflect any changes required as a result of risk management reporting / analysis.
• Understand data availability and how this impacts on model requirements/ development. Identify data quality issues from data analysis and their potential impact, propose solutions and contribute to their implementation.
• Understanding of the impact and requirements of the changes resulting from the Basel II proposals and provide support to the ongoing work to achieve Basel Compliance and continued development of industry best practice.
• Provide ad-hoc data analysis, data mining, and appropriate MI reporting in a timely and appropriate manner to facilitate effective management of the portfolio while allowing prompt investigation of specific areas of concern.
• Maintain good working relationships with key stakeholders within Corporate Banking and in other areas of the Bank.
3. KNOWLEDGE, SKILLS AND EXPERIENCE
• Highly numerate with degree in a mathematical/statistical discipline.
• Significant (3-7 years) experience in a similar technical role, specifically scorecard development/implementation in both a retail and commercial financial services environment.
• Understanding of principles supporting the Basel II Accord.
• With or working towards a higher degree or professional qualification.
• Strong IT skills to include (PC/mainframe) SAS, Access, VBA, and an understanding and experience of the IT / data issues relating to the implementation of large risk projects.
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