We have an exciting opportunity for an analyst or senior analyst, depending on experience, to join the Commercial Modelling Team in the Risk Analytics and Models function within Enterprise Wide Risk.
Risk Analytics and Models support the business through the development and deployment of advanced analytics. Its remit includes capital modelling, credit acquisition, customer management and fraud risk modelling across consumer, business banking and commercial portfolios.
Enterprise Wide Risk (EWR) deals with risks that manifest themselves at the aggregate level of the bank. So we take a strategic, bank-wide view of risk management.
- Assist in the scoping, design, build, implementation and post-implementation review of Basel models, scorecards and strategy modelling for UK and ROI Commercial portfolios
- Support the management of on-going analytic projects
- Develop and maintain effective relationships with key stakeholders to ensure effective delivery of projects
- Developing Basel Models and Operational Scorecards
- Experience in the application of statistical modelling techniques for risk management
- Working knowledge of Probability of Default (PD), Exposure at Default (EAD) and Loss Given Default (LGD) Capital models for UK and ROI Commercial portfolios
- Previous programming experience with a language such as SAS, SQL
- Identify issues and trends from data and create analytical solutions.
- Proficient with MS Office applications
- An understanding of how spreadsheets and data packages can be used to analyse numerical data
- Effective team worker
- Great interpersonal skills