Credit Risk Modelling Manager

InterQuest are supporting a well-established retail bank who are looking for a Credit Risk modeller to join their Risk Analytics team in a dynamic role focused on developing and managing credit risk models for retail portfolios.

Key responsibilities:

• Overseeing the development, monitoring, and maintenance of Expected Credit Loss (ECL) models in compliance with IFRS 9 for retail portfolios.
• Coordinating a small team while providing guidance and support to an offshore modelling team. You will prioritize planned projects and effectively manage unplanned requests.
• Delivering complex analytics both independently and through collaboration with other analysts, which includes extracting, manipulating, and cleansing large datasets using SAS.
• Drawing conclusions from both your work and that of your team, recommending actionable steps based on your analyses.
• Collaborating with various teams within the Risk Analytics function to gather insights on portfolio performance that inform IFRS 9 modelling and communicate model results to stakeholders.

Essential Experience:

• Experience working within a Retail Credit Risk analytics team.
• A proven track record of successfully delivering analytics projects aligned with business objectives.
• Strong proficiency in SAS for analytics delivery, with additional knowledge of SQL being advantageous.
• Leadership abilities to guide a team of risk analysts.