While there will be predetermined outputs and deliverables for the role, our client is looking for someone who will bring a fresh, entrepreneurial, perspective to their methodologies and liability/capital management. Your potential will be more important than your experience, and you will relish pushing boundaries.
The primary purpose of this role is to support the Senior Manager in leading and managing the team’s responsibility for delivery of credit capital forecasting and related items. This role will manage the team’s involvement in IFRS 9 modelling support and also support other team deliverables including Pillar 1 capital forecasting and Pillar 2 credit (including concentration) estimation for both internal (e.g. ICAAP) and regulatory purposes.
• Support the delivery and coordinate the credit related ICAAP responsibilities including the delivery of regulatory Pillar 1 & Pillar 2 capital forecasting for both internal and external requirements
• Seek to drive the use of the Bank’s decision science infrastructure to get the best results/ best in class approaches.
• To drive, through data sets and sources, innovation in the Bank’s delivery of its business across the full life cycle of credit risk. To support the strategy area’s using advanced optimisation techniques to focus effort to high return segments.
• To create/ maintain a suite of capital models using ‘best in class’ statistical techniques
• Ensure that such models are built to best practice & remain fit for purpose through appropriate backtesting.
• To ensure that models are reviewed, redesigned, optimised based on business need, re-calibrated and tracked in line with corporate calendar.
• To explore & rollout the use of business analytics/ decision science environment so that the Customer Credit function has efficient & effective delivery of its outputs e.g. support of IFRS 9 rollout
Please contact pa[email protected] or +35316099404 for further information.
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