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Netbanx Ltd (a subsidiary of Neovia Financial Plc) is a European Payments Service Provider for customer-not-present payments to merchants selling remotely to consumers.
Credit Risk Manager
The Group requires an interim (3 – 6 months) Credit & Risk Manager to take ownership of the credit function within the Netbanx Payment Processing business. The role will report to the Group Chief Risk Officer (although this may change over time) and will be based in Cambridge. There is potential for a component of home-based work under the right conditions for a suitable candidate.
Responsibilities:
Oversee the implementation of policies and standards for Credit Management and control.
Operational management of the credit and merchant underwriting process:
Liaise with the Group’s Sales team during the pre-application and application process
Work closely with the Customer Services to ensure Merchant KYC checks are completed in a timely manner and to required standards
Assess credit exposure and card association compliance of each prospective merchant
Recommend modifications to retention (reserves), delayed settlement, and other risk mitigating factors
Communicate with sponsor bank’s credit team to ensure concurrence and common credit policy
Performing periodic merchant reviews
Take action to prevent merchant losses.
Implement changes in card association rules
Work closely with internal Financial Crime Department to assist fraud prevention efforts.
Approve Merchant payment processing options in line with credit policy
Advise and educate Group departments on credit and PSP risk related issues
Develop a strong understanding of the business and provide recommendations on credit strategy including required changes to systems, processes and structure(s) to effectively manage risk
Provide management reporting on the performance and effectiveness of the credit risk function and control processes with emphasis on continual improvement
Oversee another staff member and manage to high levels of operational performance
Periodically report on the performance and effectiveness of the Credit and Merchant Risk Management control process with emphasis on continual improvement.
Person Specification:
Significant background in a credit risk related role
An understanding of online payment systems
Understanding of card association regulations, particularly those applicable to merchant acquiring
Understanding of FSA and equivalent regulations
Ability to manage projects and staff
High inter-personal and analytical skills.
Strong analytical and report writing skills
Self motivated
Results driven
Well organised with the ability to work in a fast paced environment with minimal supervision
Good oral and written communication
Lead Risk Analyst –Decision Science – East Midlands - £38k
Job title: Lead Risk Analyst – Decision Science
Skills: SAS, BSc, Analytics, modelling
Location: East Midlands
Salary: up to £38,000 + package
Are you an experienced credit risk analyst? Would you like to progress you development with one of the major providers of niche financial services? Have you been involved in the development of credit risk models before?
If you answered the above questions with yes, this is your chance of gaining some valuable experience in the role of decision science lead risk analyst.
The Company: My client is one of the most successful suppliers of financial services and products with over 30 million customers worldwide. Working for this company will not only give your CV a massive boost, but will also put you in a position where your input is truly valued. You will quickly realise that my client sees employment as a two-way process where both parties benefit from each other.
The role: My client is seeking the perfect candidate who will join the decision science team at their earliest convenience. The perfect candidate has worked with SAS on a daily basis and will continue to do so in this role. Involved in the role will be the technical support of the model process from data sourcing, preparation, cleansing through to implementing models and monitoring them. Data analysis experience is essential and will need to be executed for data quality as well as for business understanding and interpretation which will be demonstrated through knowledge sharing and discussion within the credit risk team.
Essential requirements:
* Experience of building models within credit risk
* Usage of SAS on daily basis
* Analytical, strategic way of thinking
The salary: The successful candidate can expect a salary of up to £38,000 plus a highly competitive benefits package including very good bonus and pension potential as well as a generous holiday allowance.
Are you the perfect candidate? I am looking forward to receiving your application now if you have all the relevant experience in order to be a successful applicant. In turn, you will be rewarded with a work experience which cannot compete with others in terms of potential for career progression, job satisfaction and financial remuneration.
For more information, please feel free to contact Kim Treitz at Harnham Search & Selection on (0208) 545 8871 or by e-mailing kimtreitz@harnhamsearch.com
Our Company
Harnham focuses on niche areas of recruitment where many of the UK's businesses find hiring quality employees a challenge. Harnham's primary focus includes the Statistical & Analytical, Credit Risk, Business Intelligence and IT employment markets. Contact us on 020 84086070 or cvs@harnhamsearch.com
Key words: SAS, Credit risk, Analyst, east midlands, data, modelling, decision science, scorecards
A highly established pharmaceutical company is seeking Compliance Manager with Anti- Bribery & Anti Corruption experience.
Global Compliance Function
The Global Compliance function is tasked with promoting best practice in compliance within the business.
·Focusing our efforts on key compliance risk areas
·Communicating clear policies to employees
·Gaining commitment to improve compliance behaviours through effective training and support
·Reducing bureaucracy and clarifying accountabilities
·Making sure that employees can raise concerns and that they will be properly addressed
·Ensuring fair and objective investigations of possible policy breaches
·Monitoring compliance with policies
·Providing key stakeholders with assurance and effective reporting of key issues
Anti-Bribery & Anti-Corruption (ABAC) Programme
ABAC is a strategic programme, led by Global Compliance, to ensure that adequate procedures are embedded in key business processes to prevent, detect and respond to potential bribery.
Role & Accountabilities
This is a temporary role, to support the ABAC Programme Lead, in the design and development of our detailed procedures and related communication and training materials to ensure these meet the ‘adequate procedures’ requirements of the UK Bribery Act.
Specific accountabilities will include:
·Review and understand existing ABAC procedures for 3rd party selection (due diligence), contracting, 3rd party management, and payment.
·Identify and agree enhancements to existing procedures with the ABAC Programme Lead and other functional stakeholders (Procurement, Legal, Finance, and relevant business stakeholders)
·Develop revised procedures and related materials (forms, checklists, escalation criteria etc)
·Develop communication, training and guidance materials to support the rollout of the revised procedures.
Key Skill & Experience Requirements
·Current knowledge, experience and understanding of pharmaceutical industry and those business activities that are exposed to bribery risk.
·Current knowledge of bribery legislation and procedures and controls used to mitigate bribery risk
·Demonstrated experience in governance, risk management, compliance and controls in a complex multi-national environment
·Experience in working with cross-functional and global teams
·Practical experience in designing and drafting procedures that can easily be incorporated into existing business processes
·Ability to develop related communication and training materials to help staff understand why the procedures are important, what they need to do, and how to handle concerns and objections from 3rd parties.
·Excellent written and oral communications skills - use of clear but simple English so that procedures can be easily grasped by staff who don’t have English as a first language.
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
The division focuses on rates and currencies risk management and the role of the candidate will be to manage the ongoing front to back development of the current rates and currencies risk infrastructure globally including:
· Delivery of new risk information from front office systems
· Enhancements to the VaR methodology
· Development of new reporting
· Management of operational risk
Co-ordination with regulatory teams to ensure all regulatory requirements are planned for and met.
The successful candidate will have good rates product knowledge, a sound understanding of regulatory requirements and latest market best practice for VaR methodology and stress testing. A thorough knowledge of vanilla financial Instruments and an appreciation of VaR techniques for both linear and non-linear portfolios will be advantageous.
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
Top tier, global bank, based in the City are looking to recruit an AVP, Capital Markets Market Risk Manager, Mortgages/Residual
The role will be responsible for the analysis and monitoring of market risks taken within EMEA Global Mortgages and Structured Products. Additional responsibilities include analysis of model risk, analysis and reporting of market risk. The CMMRM will primarily interface with the trading desk and other risk and support groups (i.e. Compliance, Finance, Operations, etc).
The successful candidate will have Experience in market risk management or trading, or a capital markets control function. They will also have a good understanding of IT systems, familiarity with Microsoft Excel with VBA and MS Access highly desirable and be able to build strong relationships whilst maintaining independence.
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
Multiple opportunities have arisen for junior credit analysts within a leading financial organisation
The successful candidate will
Be directly involved in the production of accurate Corporate Governance reports covering counterparty exposures
Be directly involved in the development of risk tools to monitor portfolio and individual counterparty exposure
Accurate analysis of Management Information (MI)
Noticing trends and making fitting recommendations
The successful candidate will have:
Experience within a credit function focusing on portfolio, counterparty exposures or credit policy
An understanding of risk portfolio management techniques and
A very good working knowledge of Microsoft Office Suites, particularly Excel
Excellent attention to detail and an ability to work under pressure
Excellent teamwork skills
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
A GLOBAL investment bank requires Strong credit risk specialists/managers to work closely within two divisions.
The ideal candidate needs to:-
1) Have strong counterparty experience, ideally dealing with Corporate or Financial Institutions.
2) Have strong attention to detail- able to review problems of different levels
3) Review documentation & recommendation
4) work at executive level
5) Strong credit consultancy/projects experience
6) Be the ambassador for credit risk
7) Be able to potential travel to Asia or America
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
A Global Investment Bank is seeking to recruit a Data Analyst with
Job Duties:-
The ability to deliver projects to a very high standard within stretching time-scales.
A hands-on approach to meeting deliverables and flexibility towards extended working hours.
Clean up of the existing Limit Data at source
Co-ordination with the Relationship Managers and Credit Officers in order to resolve issues within and across the limit systems
Co-ordination with upstream systems and processes in order to ensure data integrity going forward, across and between systems
A self-motivated and professional individual who demonstrates a high level of attention to detail.
The ability to work as part of a project team demonstrating good communication skills to senior managers, fellow team members, the development team and business users globally. The candidate must be a team player.
Ability to communicate with business analysts and software developers is essential
Experience Required:
Knowledge of the basic principles of credit risk management and associated procedures
Basic understanding of standard bank facilities such as Swaps, Foreign Exchange, Daily Settlement Limits
Must be self starting and able to work well under pressure and will need to be able to communicate with developers and end-users alike.
Personal Attributes:
Strong personal ownership and ability to analyse, diagnose and drive problem resolution
Clear, context-specific communication style – verbal, written and presentation
Flexible and proactive work style
Ability to multi-task and work under pressure
Large amount of personal drive
Strong personal ownership and ability to analyse, diagnose and drive problem resolution
Clear, context-specific communication style – verbal, written and presentation
Flexible and proactive work style
Ability to multi-task and work under pressure
Large amount of personal drive
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
A top tier, global bank, based in the City are looking to recruit a Director of Liquidity Risk Analyst (Quant Lead).
Global Liquidity Risk Management (GLRM) is an independent Risk function responsible for managing and monitoring The Bank’s exposure to potential liquidity and cash outflows over a period of time. Liquidity risk is now a key focus among management and regulators.
The Bank is now looking for a Liquidity Risk Analyst who would be able to support the group’s ongoing management reporting and product development requirements.
Duties and responsibilities may include the following:
· Quantitative analysis of data series to measure uncertainty, volatility and the impact of contingent events.
· Establishing measurement and control frameworks for concentration and correlation risks.
· Establishing procedures and supporting communication of these to International Treasury areas.
· Working closely with Technology to ensure a robust data and analytics platform capable of supporting Treasury and Liquidity Risk needs internationally.
· Working closely with other quantitative risk areas to capture core risk scenario assumptions and apply these to Liquidity Risk.
· Working with Six Sigma teams to improve data quality.
· Running the Model Validation process for all quantitative models implemented
· Assisting in the preparation of monthly presentations to risk committees, the FSA, the Federal Reserve and other regulators.
· Identifying and assessing factors that may act as Early Warning Indicators for Liquidity Risk.
· Supporting the development and documentation of Stress Tests and Scenarios.
· Modelling New Product Proposals to quantify their impact on the balance sheet.
· Identifying additional requirements to facilitate the embedding of quantitative disciplines and techniques across GLRM internationally.
· Vetting significant funding changes within businesses.
· Supporting other ad hoc projects relating to liquidity, capital management, and legal entity structure
The successful candidate will have strong quantitative and statistical background and Credit or Market risk quantitative background is highly desirable
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
An exciting opportunity for a brand new role created to drive the business forward as a Head of Risk Coverage.
Key Responsibilities will include:
- Develop, build and embed a risk management framework that addresses all credit, operational and regulatory issues in such a manner that they are clearly defined
- Ensuring that the Business and Commercial Coverage risk management framework remains both commercially sensitive and fully compliant with legislation
- Ensuring that robust portfolio and risk management processes are in place to identify potential/actual credit operational and regulatory risk and to monitor/control such risks
- Ensuring that data quality and credit stewardship roles/responsibilities are clearly defined
- Engaging with internal and external stakeholders as necessary to represent Business and Commercial Risk at appropriate committees
- Leading, driving and developing a sustainable highly-motivated leadership team to support Business and Commercial Coverage credit’s strategic aims
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
A global investment bank requires an entry level market risk analyst with some exposure to Value At Risk to work in a team of 5 and deal with regular VAR reporting to the front office.
You will need to have:-
1) Previous market risk experience or studied it at bachelors or masters level
2) Good understanding of VAR, VAR calculations, Historical VAR
3) Proficient with MS Excel and/or Access
PLEASE NOTE THIS IS A CONTRACT POSITION
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
A global bank, based in Central London are looking to recruit an Assistant Vice President Liquidity Risk Analyst.
The Liquidity Risk Analyst will be able to support the group’s ongoing management reporting and product development requirements.
Duties and responsibilities may include the following:
· Quantitative analysis of data series to measure uncertainty, volatility and the impact of contingent events.
· Assisting in the preparation of monthly presentations to risk committees, the FSA, the Federal Reserve and other regulators.
· Identifying and assessing factors that may act as Early Warning Indicators for Liquidity Risk.
· Supporting the development and documentation of Stress Tests and Scenarios.
· Modelling New Product Proposals to quantify their impact on the balance sheet.
· Identifying additional requirements to facilitate the embedding of quantitative disciplines and techniques across GLRM internationally.
· Vetting significant funding changes with businesses.
· Supporting other ad hoc projects relating to liquidity, capital management, and legal entity structure
The successful candidate will have a working knowledge of liquidity and may come from a credit/market risk or product control background
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
An expanding hedge fund, based in the City, is looking to recruit a Liquidity Risk Manager.
Main Responsibilities
Counterparty Risk Management
- Coordinate with internal and administrator teams to centralize available pools of data to compile and provide high quality counterparty exposure reports to management and desk heads including:
- PB haircuts
- Repurchase agreement haircuts
- Exchange traded margin requirements
- OTC initial margin requirements
- trade valuations
- Cash and trade reconciliation breaks
- Capture and track trader and desk level capital utilisation versus limits
- Provide full transparency of available sources of cash and pools of available equity
- Oversight of existing counterparty lines of credit, and to maintain relationships with primary and back up sources liquidity providers.
- Managing the Fund’s cash obligations and to uphold firm’s wide treasury management program.
- Minimize overdraft/cost of funding, enhance returns on surplus cash, and improve returns on equity Treasury Management
In support of counterparty and liquidity risk management, the position initially requires significant coordination amongst various production support IT teams to develop a gap solution for counterparty collateral & credit risk management within the Liquidity Management program. The role will then evolve by applying the lessons learned to the firm wide Calypso implementation project scheduled for completion in 2011. Here the responsibilities of the role will expand to cover firm wide liquidity management.
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
A leading UK investment bank requires an operational risk framework manager within the Credit & Market risk function.
Job Duties:-
- Ensure appropriate delivery of the Operational Risk framework for the Credit & Market risk functions
- Assist and where appropriate deputise for line management regarding all management issues and relevant meeting/business forum attendance in relation to the Credit & Market risk functions
- Assist in the delivery of the self certification process (SCP) for the Credit & Market risk areas, and provide assurance to the Divisional Executive on the business controls environment
- Conduct appropriate ongoing evaluation of all systems, processes and infrastructure, to ensure policies, processes and standards are in place to identify, assess, measure, manage and report operational risks, including identification of systemic Operational Risk
- Assess all new, key business/functional projects and key business process changes to confirm their impact on the Operational Risk profile and adequacy of the broader cross functional due diligence/approval processes
- Produce and escalate relevant Operational Risk Reporting/issues as requested by to include and comply with all internal and/or external requirements
- Perform and/or manage all required proactive/reactive risk and due diligence reviews
- Implement/adhere to any Operational Risk regulatory implementation requirements
- Maintain, monitor and assess high level and detailed key risk indicators and loss data.
- Facilitate cross functional meetings/forum/investigations to deliver core OR requirements (as required)
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
a multinational investment bank requires a project manager with exposure to PID and TOR within the credit risk function.
Job Duties include:
1) Work with business and IT stakeholders to define the scope for the next phase of the LOUIS project.
2) Work with IT and business stakeholders to prioritise project requirements for delivery.
3) Produce project definition documentation such as PID and ToR for senior stakeholder review.
4) Line management of Business Project team.
5) Work with BAs and the business to provide requirements clarification to IT colleagues where required.
6) Work with IT colleagues to produce a solution design for agreement with the business stakeholders.
7) Provide direction for the IT team on priorities for build and test effort.
Manage the CR process.
8) Management of Risks, Issues, Assumptions and Dependencies, including the escalation process.
9) Produce accurate weekly status updates for communication to project team, management, stakeholders and governance forums.
10) Chair progress update meetings with IT and Business stakeholders
11) Make weekly progress updates to the PMO systems.
12) Manage the end to end delivery of the project.
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
An opportunity has arisen for a Risk Analyst within a leading Asset Management organisation on a contractual basis.
The successful candidate will:
- Ensure that the risk framework is consistently applied across lines of business and legal entities
- Work closely with senior management committees
- Reviewing legal entity level and line of business reports for completeness, identification of key trends and escalation of issues
- Designing, establishing and documenting the processes needed to monitor business unit risk exposure across all risks
- Ensuring risk processes are compliant with regional regulatory obligations
The successful candidate must be able to identify trends in the market and act accordingly.
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
This highly respected international bank is looking to recruit a Qualitative Analysis on a minimum 6 month temporary basis. The role is paying £37-43/hour.
The role will entail:
To assist with ensuring that the risk appetite framework is consistently applied across the EMEA lines of business and legal entities. The role involves establishing new reports to senior management committees including design and implementation opportunities. The analyst will be responsible for assessing and producing qualitative risk management information in a timely and accurate manner and to tie in with existing processes.
Assist with designing, establishing and documenting the processes needed to monitor business unit risk profiles against their risk appetites
Encourage risk assessment consistency across EMEA legal entities and all business lines and ensuring consistent quality of data is produced at all levels and methodology is consistently applied
Analysis of qualitative data collected (trend analysis) and summarise into metrics where appropriate. Develop solution for preparing qualitative data to fit specifications identified by regional senior management
Prepare regular qualitative summaries for regional Senior Management on risk appetite monitoring outputs
Close working relationship with wider risk management environment. Join external working group and monitor emerging regulations and regulatory consultation papers.
Assist with development, refinement and roll out of process improvements. Procedure manual document preparation to a standard, which complies with local regulatory obligations and formal reporting as required to senior management for internal and external bodies.
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
Global investment Bank requires a Risk Decision Support Analyst on a ongoing contract to support the Risk Decision Support Area. The ideal candidate will need to have solid financial analysis experience and exposure to Risk Waiting Assets (RWA)
Job Duties:
Produce risk management information for Non-Core Division such as Credit Risk Exposure, Asset Quality, Provisions & Risk Elements In Lending, Watch List, Single Name Concentrations, RWA movements, Market & Operational Risk.
Develop an analysis of key drivers and production of regular commentary on these, including ‘key performance indicator’ analysis.
Provide briefings/analysis for management on key issues, trends, metrics and variances.
Support management in identifying key risk areas and developing effective risk monitoring tools.
Network widely across the Risk & Finance functions in Non-Core and donating Divisions to source information.
Identify & resolve underlying data & process issues impacting reporting & analysis.
Work with the wider Decision- Support team to ensure that Risk & Finance information is consistent and fully leveraged to maximise insights.
Support the central modelling team in budgeting & forecasting for Non Core Division (e.g. Balance Sheet & RWA forecasting).
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
A highly respected bank are currently looking to recruit Risk Methodology Manager on a temp to perm basis
The duties are:
· Ensure adherence to the company’s risk policies and procedures, and regulatory requirements
· EMEA risk control reports to the EMEA Chief Governance Officer
· Ensure consistent application of risk assessment methodology across the region
· Responsible for review of risk assessment process and recommending improvements to senior management. Encourage management participation and improved governance for risk assessment
· Develop and implement the criteria for assessing risk (including “Top Risk”) and for setting the priorities for resultant actions. Control adherence to risk policies and procedures and advise on adjustments
· Review MI risk report outputs at legal entity and regional levels and manage (at least quarterly) EMEA-wide summary risk analysis reports for Senior Management Risk Committee and Global CRO (based on risk reports received from business lines and legal entities) – to include emerging risks
· Track and follow up issues arising from EMEA-Wide summary risk analysis report in partnership with Business Unit Risk Managers and business leaders
· Roll out of methodology to new businesses and training and support for entity level Risk Managers as required
· Provide Risk Management support for UK Bank Entity
· Maintain strong relationship with group risk management ensuring coordination between regional and group deliverables
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk
A leading global bank is looking to expand its corporate presence on the financial market with the hiring of a Spanish-speaking senior credit analyst.
Responsibilities include:
- Undertaking internal ratings assessments
- Identify all credit risks and make an accurate recommendation relating to their acceptability
- Co-ordinating with credit committees and senior management
- A proven successful track record within a senior corporate credit role
- Excellent relationship and influencing skills
- Impeccable attention to detail and ability to meet deadlines
The successful candidate will have:
- A proven successful track record within a senior credit analyst role
- Strong conversational Spanish, or ideally fluency
- Excellent relationship and influencing skills
Hays City is a trading division of Hays Specialist Recruitment Limited and acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk