Risk Modelling Manager - Belfast, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

Belfast, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Join us as a Risk Modelling Manager

We're looking for someone to lead the development and maintenance of quantitative models used in the bank's risk frameworks
You'll have the chance to supervise the daytoday operation of analysts in your team, giving depth and variety to your development
This is an opportunity to interact with different credit risk areas, like IFRS9 and Stress test, and to interact with various stakeholders independently

What you'll do

As a Risk Modelling Manager, you'll be integral in the design, development and maintenance of effective and compliant statistical risk and decision support models and related analytics.

You'll be leading a team of highly technically skilled managers and model developers, making sure that you support their ongoing coaching and development.

You'll also be:

Providing the business and other stakeholders with advice and support on model use, model impact and model implementation
Supporting regulatory engagement and internal governance in relation to risk models and model frameworks
Supporting the business through developing and maintaining risk and decisionsupport models
Providing actionable MI on all aspects of model performance
Assisting your team manager with setting objectives for analytical resource and assessing performance

The skills you'll need
We're looking for someone with strong experience in end-to-end model development in various credit risk components. You'll also have basic python, PD/LGD/EAD's and statistical concepts knowledge.

You'll be qualified to degree level in a numerate discipline with a background in data-driven analysis and statistical or mathematical modelling.

Advanced python skills and IFRS9 experience would also be advantageous.
To be successful in this role, you'll also need:

Extensive banking and financial services experience
A broad background of risk systems, methodologies and processes in a retail or wholesale bank environment
Good project management skills and the ability to work well as part of a team, sharing ideas and learning from others
The ability to translate complex and statistical techniques into simple, easily understood concepts
Excellent problem solving skills and the ability to identify alternative solutions