Director – Credit Risk BA (Management responsibility for a team of ten) recruitment

Role Details:

• Document Business Requirements related to PD, EAD LGD models.

• Analysis of reference data to support model calculations and automation of batch outputs.

• 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.

• Support design and implementation of the Banking Book credit risk management system.

• Syndicate knowledge transfer of rating concepts to end users.

• Provide rapid, pro-active responses to end users relating to model queries.

• Specify business rules for uploading model outputs to current strategic applications.

• Identify solutions to address system and process implementation issues.

• Write quantitative and functional test scripts and support user acceptance testing.

• Help design the automatic capture of model inputs and calculation of outputs.

Qualifications Essential Skills Needed:

• 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.

• 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.

• Strong understanding of project management principles and the project lifecycle.

• Good understanding of various front, middle and back office systems within a corporate or investment bank.

If you feel you have the required skill set for the advertised job please send your CV to deepan@bsmassociates.co.uk or apply via the E Financial “Apply Online” function below. Any questions regarding the role, please don’t hesitate to call me on 02070169913.