Description
Risk Analytics is the division within the Group Risk that builds, maintains and monitors a wide range of analytical models used across the Bank. These include the Bank's IRB, Loan Loss Forecasting, Stress Testing, Credit Automation, Internal Capital and Risk-Based Pricing models and their validation together with other decision tools and niche models.
The Model Enablement team provides Risk Analytics with the tools required to build, validate and track risk models within a complex IT and data infrastructure.
The Customer Strategies team within Risk Analytics is responsible for creating, maintaining and reporting on automated credit strategies for the bank. This includes live, batch and overnight analytical processes to determine credit suitability and size for new and existing customers aligned to our risk appetite.
The agenda for the coming 12 months is dominated by two things: the IFRS9 Programme of change and the move to new model platforms for non-Retail lending.
To fulfil our obligations under this increased workload we are recruiting a Senior Analyst to join the Enablement and Strategies area.
The role will require the successful candidate
- to implement models and strategies in a complex SAS environment;
- to demonstrate subject matter expertise in the areas of SAS tool usage and complex data structures;
Minimum Criteria:
Please call Michael for more info