Credit Risk Business Analyst/Project Manager recruitment
The Senior Team Lead is responsible for writing Business Requirements documentation that define the 'tactical' design, build and roll-out of a Credit Risk Management System and Credit Risk Architecture as they relate to PD, EAD and LGD models.
Day to day responsibilities include managing a team of eleven business analysts, working directly with CPA quantitative and data analysts, Credit Risk IT, models users, and other external stakeholders including personnel from the Front Office, Portfolio Management, Finance, Treasury and Group Risk.
Responsibilities include:
Document Business Requirements related to PD, EAD LGD models
Analysis of reference data to support model calculations and automation of batch outputs.
Design the approval process as it relates to the calculation of PDs, EADs and LGDs.
Dialogue with end users on all aspects of credit risk models developed by CPA.
Work with data and quantitative analysts to design model prototypes.
Run workshops with model users to design new data feeds and end-to-end processes.
Maintain an active relationship with external stakeholders to ascertain requirements.
Work with the Credit Policy to implement change, where required
The Individual
Detailed and advanced understanding of credit risk systems and processes.
Ability to demonstrate strong background of structured analytical skills and credit process design.
Strong understanding of credit risk models and Basel II.
Proven track record of planning and delivery.
Creative and innovative approaches to solving complex problems.
Ability to take ownership of and complete tasks specified within the team plan.
Detailed knowledge of the types of wholesale banking business and in particular the product types.
Excellent writing skills.
Strong verbal and inter-personal skills, with the ability to sell new concepts to end users and interact with senior management.