Description
SAS Data Analytics Specialist
We are looking for a highly motivated individual with strong mathematical or statistical qualifications to work in the strategic area of credit risk in a dynamic financial institution. Risk Analytics is a specialist function with an emphasis on innovation and learning.
Principal Accountabilities of Risk Analytics
Credit Risk
- To create a single supply of accurate, timely and meaningful management information on all aspects of credit risk.
- To lead the impairment provisioning process, and provide insight as to appropriate benchmarks derived from market data and developments.
- To provide meaningful management insights into asset performance, outlook, book exposures and new business trends.
Risk System Management
- To act as the single source of arrears, default and other credit quality information.
- To provide reconciliation with existing regulatory and other reports.
- To ensure the accurate and timely production of all regulatory reports in the team's area of responsibility.
- To work through the extensive reconciliation processes so that, together with the Finance function, all regulatory requirements (capital calculations and other information) are reported accurately and on time to the Financial Regulator.
The Individual
The right person will have strong leadership skills to manage and co-ordinate activities across the unit and to develop the skills and expertise of the individuals within it.
The ideal candidate will also:
- Be qualified to at least primary degree level in statistical or mathematical/scientific discipline - with a strong academic rating.
- Have proven expertise in the area of credit risk default modelling.
- Have a strong understanding of a wide range of techniques for use in the modelling of risk.
- Knowledge of modelling software including SQL, R, SAS and/or SPSS is essential.