Description
Credit Risk Analyst/SAS/Banking/London/Mortgage/Credit Risk
My Client a leading Retail bank has an immediate need for an experienced SAS Credit Risk Analyst to join their Financial Institution Credit Risk team.
The role will primarily be to support the production of a large amount of data on the banks mortgage portfolio that the FSA have requested in conjunction with a capital planning and stress testing exercise they are conducting across their portfolios and will involve:
Quickly developing a broad understanding of the banks mortgage data.
Compiling, producing and outputting data on the mortgage portfolio for the stress testing exercise using SAS Enterprise Guide.
Producing any further ad-hoc data on the mortgage portfolio requested by the FSA in conjunction with the stress testing exercise, ensuring that all data is accurate and that assumptions and data sources are fully documented.
Assisting with the validation and reconciliation of the stress testing data with other data submissions and reporting, investigating any differences and ensuring that they can be clearly explained. Liaising with other areas such as finance to coordinate the reconciliation.
Developing responses to questions raised by the regulator regarding the data provided, providing clear and detailed explanations of the banks policy, data definitions or performance trends.
Aston Carter Ltd is acting as an Employment Business in relation to this vacancy.