Job Title:	Modelling & Analytics Manager
Reference:	EB-253200
Salary:	£46,000 + Car Allowance
Location(s):	Manchester
Industry(s):	Financial Services
Advertiser:	PSD Group
Employment Type:	Permanent
Posted:	19-06-2008

Description:

An excellent financial services company in the north west is looking for a Modelling and Analytics Manager to implement the corporate credit risk strategy by leading a team of analysts to design, build and test improvements to credit risk grading models.

Role Duties:
• Lead a team to provide credit risk grading systems that fully meet business requirements and enable the Bank to achieve Basel compliance by:
- Effective design, build and testing of new credit risk grading models
- Interpreting regular and adhoc performance monitoring to assess ongoing model performance
- Identifying and utilising a wide variety of external sources of data to improve the quality of model development.
- Making recommendations to the Corporate & Wholesale Credit Risk Manager for improving model performance.
- Utilising champion/challenger activity to test innovative solutions.

• Inform senior management strategic decision making on Corporate & Wholesale Credit Risk strategy and meeting the risk appetite by presenting:
- Regular and ad-hoc business information analysis
- Corporate stress testing analysis (as required under Basel II)

• Ensure adequate control of grading models and systems by
- Developing and maintaining a procedural and design documentation library.
- Maintaining knowledge of relevant regulatory and legal requirements.

• Support Practice Pool colleague development through assignment management and coaching

Knowledge, Skills and Experience:

· Proven experience of corporate credit risk management, model development and MI systems.
· Degree in numerical discipline or strong numerical emphasis.
· Strong experience of Modelling
· Business analysis / decision making – Experience of statistical modelling using general linear multivariate analysis.
· Strong networking and stakeholder management skills and capable of operating in a matrix management environment.
· Experience of developing and producing analytical reports for senior management / Executive level audiences
· Experience of SAS programming.
· Experience of creating and leading high performance teams, including identification of ongoing training and development opportunities