The role:

• Support the Head of Credit Risk by playing a key role in developing and embedding the bank’s Credit Risk Framework and provide ongoing support in the provision of an effective, data enabled Credit Risk management function for the business.
• Act as a quantitative, data driven subject matter expert in the in bank’ credit risk team and, where necessary, represent the team in such capacity in other bank-wide projects or change initiatives.
• Take ownership of overseeing the Credit Risk portfolio management and reporting activities including, but not limited to:
  • Maintaining and developing the bank’s regular credit risk portfolio monitoring, assessment and reporting activities to ensure high quality quantitative and qualitative reporting of the bank’s credit exposures to senior management.
  • Development & maintenance of the bank’s suite of key credit risk indicators and metrics used in the assessment and monitoring of performance against risk appetite and key risk controls.
  • Identify trends and patterns in data to assist in the generation of credit risk insights, scenario analysis & stress testing of the bank’s credit risk exposures in response to macroeconomic developments, internal or external business initiatives and/or idiosyncratic events.
  • Provide clear and concise communication of complex credit risk information to colleagues, management, and governance committees.
• Be responsible for Credit Risk modelling tools used for the measurement and monitoring of Credit Risks, including the development and maintenance of the bank’s Credit Risk Scorecard model, and its performance assessment and calibration, in conjunction with risk management and data science colleagues.
• Creation and maintenance of analytical risk tools and dashboards such as power BI dashboards (or similar) to inform and advise on risk matters within the business.

The experience:

• 5+ years in a Risk Management role with a strong quantitative focus, predominantly in Credit Risk management within Financial Services, preferably in Private/Corporate banking.
• Demonstrable, advanced understanding of Credit Risk management fundamentals, key credit metrics and portfolio risk management.
• Strong levels of experience in developing and maintaining models used to assist in the measurement and management of credit risk, including application of key concepts such as PD, LGD and EL.
• Expert proficiency in , SQL, Python, VBA, MS Power Query, BI tools (such as Power BI) and other quantitative statistical or analytical tools or methods.
• Deep experience of leveraging advanced analytical tools to extract, analyse & interpret data, and identify trends to inform decision making.
• Proven experience of working successfully with senior stakeholders to effectively understand, communicate and manage risk.
• Experience & Knowledge in the field of Artificial Intelligence (AI), with some demonstrable, practical application of AI fundamentals in financial analytics, reporting and/or process optimisation.