Credit Risk Model Manager- Portfolio Analytics

16 Jun 2017
16 Jul 2017
Job Function
Risk Management
Experience Level
Contract Type
Full time, Permanent

Job Description: Lead portfolio analytics team in performing deep dive analysis, develop & document methodologies and processes on ICAAP stress testing, IFRS9 modelling, portfolio loss and provision forecast, concentration & correlation analysis, and RWA optimization. Support bank-wide programs on capital assessment, allocation and efficiency improvement     

The Client- A well- known Bank.

This Client does not provide sponsorship.

The role-

  • Lead the ICAAP, stress test, budgeting CoR and Pricing CoR analytics and modelling.
  • Undertake adhoc portfolio analysis assignments as required to support regulatory requirements
  • Perform analysis in supporting due diligence
  • Support in-house model building as required
  • Work with the data warehouse team to implement impairment models and validate that they have been implemented as per development including any policy rules and strategies
  • Convert existing SQL/ Excel based models to SAS for ease of execution and governance 
  • Identify and populate the most relevant modelling data from internal and external sources
  • Identify any subpopulations within the bank that need to be treated differently e.g. Homes with multiple occupancy

Key Requirements:

  • Strong Base SAS skills, Knowledge of Macros and Enterprise Guide would be an advantage as would ODS experience
  • Very strong Microsoft skills in Excel, Word and Power point. VBA experience would help
  • Ability to convert numbers to meaningful data
  • SQL experience (Medium to High)
  • Strong analytical background

To discuss the role in greater detail please contact Nuhaa Mohamed on 0161 883 2762 or send through your CV to

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