Role details

Credit Risk Manager

Cardiff   •   £50,000 - £60,000   •  Permanent

Bullet points

  • Growing Company
  • Excellent chance to grow and develop

About Our Client

Our client is a growing financial services company based in Cardiff

Job Description

Key Accountabilities

Development and maintenance the Group's application and behavioural scorecards, and any associated calibrations that are made to those models when forming part of the IRB Retail Ratings System

Development of stress testing solutions, including econometric models, giving outputs that show that inform as assessment of capital adequacy under IRB

Development and maintenance of expected credit loss models used to meet the IFRS9 accounting standard

Ensuring that development, documentation and monitoring standards are appropriate to the requirements of IRB

Providing periodic analysis to demonstrate that Retail lending portfolios are compliant with the requirements of CRD IV

Setting standards for the levels of data quality that are required within the development and operation of the Retail Ratings System

Providing periodic updates to the Group's Retail Change Control, Development, Monitoring/Validation Standards and Senior Management Education material

Maintain an awareness of the policies and procedures and adhere to them.

Promote and embrace a culture of continuous improvement being open and proactive to improvements and carrying out improvements in line with the corporate methodology.

Demonstrate the values and appropriate behaviours.

Any other reasonable management request.

The Successful Applicant


Honours degree (or equivalent) in mathematics/operational research or similar

Experience of building predictive models using multivariate logistic regression, and documenting models to an appropriate standard

Good understanding of regulatory environment affecting credit risk

Knowledge of SAS programming and data manipulation techniques gained through attendance on accredited SAS Training Courses and through practical work based experience


Experience of attending and giving oral and written presentations to committees with authority for approving IRB model changes

Experience of interpreting and managing regulatory changes relating to Credit Risk

Practical experience of working in organisation with IRB approval, or actively seeking IRB approval

What's on Offer

Upto £60,000 - plus benefits - pension, healthcare and bonus

Apply for this job

Click the Apply or LinkedIn button below or contact Lewis Andrews on +44 2920 642 037 quoting job reference 13762505
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