Credit Risk Manager - capital impairment experience
Inside IR35
Milton Keynes - 2 days onsite
Contract until 31/12/2024
The aim of the role is to manage the end-to-end Credit Risk stress testing exercises for a given portfolio, such as: Budget, Bank of England stress testing, EBA and ICAAP exercises. Requires management of one to two analysts.
Key responsibilities are:
- Oversee model execution to produce unadjusted model outputs.
- Liaising with Subject Matter Experts to identify required overlays and adjustments to model results.
- Presenting results to governance forum/committees.
- Completing qualitative and quantitative submissions.
- Support the end-to-end model cycle development including, development, validation, implementation.
- Closing internal audit and internal validation points.
- Keeping process documentation up to date with model changes.
- Enhancing and monitoring control over the Credit Risk stress testing process.
- Impairment and Stress testing aligned to each other - Technical, integration, stress testing and capital risks.
- Stay abreast of regulatory guidance and relevant changes.
- Active engagement with Credit Risk areas such as portfolio management, collections, or recoveries
Essential Skills/Experience
- Good risk knowledge- Manager level
- Coding - Mainly SAS experience. SQL could be considered.
- Consider validation, model execution, Datamodelling background.
- Credit Risk Experience.
- Experience in Financial forecasting and modelling.
- DOD desirable however not essential
- Experince with budget models and stress testing - more business analytics
- Experience with climate risk.
- Capital impairment experience
- Experince in impairment and capital forecast.
- Analytical thinking skills.
Please apply!
Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.