Description
IFRS9, Credit Risk, Modeller
On behalf of Lloyds Banking Group we are currently looking for a Credit Risk Modeller. The Xpress Order number for this role is:
Judgement:
Apply advanced statistical or technical methods in the development and validation of analytical and data solutions, ensuring all outputs are validated and robust.
Be aware of business context and IFRS9 requirements for all developments of new analytical or data solutions.
Drive:
Lead and manage workstream, allocating work to balance task completion ensuring that all developments and analysis are of highest technical quality, can be implemented, meet business requirements and are delivered on time and to budget.
Ensure all developments comply with internal and external standards and regulations. Drive forward process to achieve sign off of all technical developments from internal and external governance processes, as appropriate.
Dynamically manage and control planning and prioritisation of team's workload, embodying a "can do" attitude to meeting stakeholder requirements and leading by example.
Work with business and project contacts, in the implementation and use of all developments.
Influence:
Provide technical leadership to workstream;
Communicate outputs of analysis clearly with stakeholders and business contacts, showing awareness of business impact.
Adapt communication style and approaches to articulate findings, business impacts and recommendations coherently and effectively to fellow analysts.
Execution:
Oversee the scoping, design, development, validation and implementation aspects of projects.
Act as a lead point of contact throughout the design development and implementation life cycle with stakeholders; be recognised as an expert in forecasting with an appreciation of other areas of credit risk.
Be effective at managing own time, delivering all tasks to agreed timescales, pro-actively escalating any risks to delivery and proposing solutions to those issues.
Work to Capital & Impairment Forecasting Modelling best practices .
Essential:
A good degree in a numerate subject with knowledge of advanced statistical and analytical techniques.
Demonstrable team leadership, project management, and communication (both written and verbal) including a proven track record in leading and motivating teams.
A natural ability with numbers, with the ability to work quickly and at a high level of detail and accuracy, and a highly analytical approach to problem solving.
A high level of creativity, drive, innovation and initiative - a self starter.
Knowledge of forecasting in a credit risk environment.
Knowledge of IFRS9.
Practical experience in the use of statistical packages and/or programming languages (eg Views, SAS, SPSS, R).
Good track record of delivering analytical/modelling projects in a timely fashion.
Desirable:
Postgraduate qualification in a relevant subject (maths, statistics, operational research, economics).
Understanding of economics and econometrics, especially experience of Markov chains and time series modelling.
Duration: 6 months +