Description
* credit risk, SAS, PD, LGD, EAD, reporting, portfolio, data, banking, retail, financial, basel, trading book, risk management, product, management information, risk, MI.*
A Major International Banking Group require a Credit Risk Reporting Analyst to join an expanding Credit Risk Management information and Regulatory Capital reporting team. The team is responsible for delivering high quality monthly analysis reporting packs to Board and Commitee members commenting on total committed exposure, credit grade migration, probability of default, loss given default, expected loss and credit concentrations.
This role is for a Credit Risk Reporting Analyst with the following responsibilities:
- Deliver high quality input and analysis into the Board Report and External Risk disclosures
- Deliver monthly reporting of key credit risk portfolios
- Ongoing development of MI Data gathering and Reporting Methods to support Report and Concentration Risk Reporting
- Support ad-hoc Risk analysis for the Executive and external stakeholders
- Develop and enhance the existing capability to deliver stress testing
- Continuous engagement with Risk Change and other key stakeholders to ensure system improvements are made to support CR initiatives
- Engagement in other projects to provide expert knowledge as required
EXPERIENCE REQUIRED:
- Minimum of 2 years banking/financial services experience
- Strong analytical skills; ability to efficiently interrogate, manipulate, analyse and validate large volumes of data with the aim of delivering meaningful management information and valuable insights into key credit risk drivers and their impact
- Business writing ability, enabling communication of complex material to a wide audience
- Credit Skills/MI Reporting Skills; Good understanding of credit risk metrics such as PD, LGD and Sectors
- Knowledge of credit risk principles and credit risk management and mitigation
- Some experience with SAS analytics
- Some experience with Basel-related deliverables, preferably gained in one or more of the following environments: management information reporting; regulatory reporting; or credit/finance systems production or change management
SCOPE OF ROLE:
The job holder will be responsible for ensuring they deliver timely and accurate data extracts and reports to the board, as well as provided ad hoc Credit Risk Management MI (Management Information) in response to specific queries. In addition, the holder will be responsible for producing credit analysis to support the annual results.
Technical Knowledge:
- Banking and trading book products
- Credit risk and credit risk management principles
- Risk/finance systems and technology
- Database interrogation and analytical
- management information experience
Aston Carter Ltd is acting as an Employment Business in relation to this vacancy.