Senior Manager - IRB Development
GCS banking client are looking for a Senior Manager, IRB Model Development to join their team on a permanent basis.
- Initiate, resource and lead projects to develop new models, and maintain, enhance or recalibrate existing models.
- Support regulatory programme through population of standard and ad-hoc returns, and engagement with the SSM.
- Manage the production of quarterly performance Monitoring reports, and develop team capability to respond to ad hoc requests.
- Enhance data management (collection, cleansing and reconciliation) process and provide support to other key Group strategic credit risk projects.
- Through consultation and negotiation with relevant stakeholders and outside suppliers; ensure that team is operating accurately and efficiently to meet business objectives.
- Research best practice risk measurement both in industry and academia. Use analytical resources to solve business issues, and report back to relevant stakeholders.
- Manage workload, goal setting, development plans and performance reviews for the team. Maximise individual development through coaching, guidance and feedback.
- Attend and actively participate in senior Business fora.
Essential Key Requirements
- Third Level qualification in mathematics, statistics, engineering, finance or another discipline including a significant numerical element.
- Previous experience managing a team of analytical resources, and delivering results to tight deadlines. Experience working with datasets from multiple sources.
- Strong communication, presentation and stakeholder management skills to work effectively with wider credit, business, finance and risk teams.
- The ability to translate business issues into the appropriate analysis and then communicate the results of that analysis back to the business.
Desirable Key Requirements
- Previous experience in credit risk, data analytics or model development.
- Previous experience in data management and report scheduling, including process documentation and controls.
- Knowledge of corporate and SME credit portfolios and models.
- Experience in regulatory deliverables and engagement.
- SAS (or similar) programming experience.