| Job Title: | Senior Credit Risk Analyst - Portfolio Optimisation - Leeds |
|---|---|
| Reference: | A3-12-09-08 |
| Salary: | GBP30000-GBP40000 (Extras: Bonus & Package) |
| Location(s): | Leeds |
| Industry(s): | Risk |
| Advertiser: | Aspire Credit Recruitment & Risk Management |
| Employment Type: | Permanent |
| Posted: | 13-09-2008 |
Description:
Job Title: Senior Infrastructure Analyst
Reports to: Infrastructure and Programme Manager,
Basel II Modelling
Location: Halifax
Sector: Banking
Salary: £35,000 + Bonus (20%) + Package
The Role
To provide the effective and high quality infrastructure support for the on-going management of the Basel II Expected Loss Models.
Accountabilities
1. Co-ordination of the delivery of infrastructure support for on-going management of the Basel Models, including effective support for (but not limited to):
• Redevelopment and recalibration of the models – i.e. increasing the predictive power of the models using historic data;
• The regular production of, and on-going developments to the model outputs and model monitoring reports which determine future revisions to models;
• Ad-hoc analysis.
2. Validates and maintains databases and documentation to ensure that the data is qualitatively accurate and can be interpreted correctly.
3. In conjunction with modellers and Retail IT, develop data specifications striving towards consistency of data and definitions across portfolios.
4. Pro-actively determine opportunities to standardise the operation of and improve the efficiency of model output production and both short term and long term model monitoring - meeting the requirements of all stakeholders, both internal and external.
5. With Infrastructure and Programme Manager, develop future monitoring strategy.
6. Ensure that all processes and procedures governing the Basel II Modelling Team are adequately documented and kept up to date.
Candidate Profile
• 3 years experience in analysis and data cleaning in the Retail Banking industry
• Experienced and competent in the use of computer based software statistical packages (SAS preferred).
• Strong analytical ability, experienced in data analysis and process development and the ability to work accurately to tight timescales.
• Practical experience of data preparation and cleaning.
• Practical experience of design and use of complex Excel spreadsheets.
• Previous involvement in configuration management processes.
• Excellent problem solving and communication skills.
• Innovative, self-motivated and displays initiative.
Please send your CV to phillip@aspirecredit.co.uk or contact us on 0161 767 2350.
