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This position is now filled
Decision Analytics Manager
- Growing Company
- Excellent chance to grow and develop
About Our Client
Our client is a growing financial services company based in Cardiff
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 Â£60,000 - plus benefits - pension, healthcare and bonus