Manager, RWA Reporting & Metrics recruitment

Responsibilities:

Independently lead the regulatory RWA review and challenge the process for a significant portion of the bank’s wholesale portfolios and provide value-added analysis and insight that enable issues to be highlighted in a timely manner for immediate resolution or escalation
Take the lead in the conceptualisation and modelling of portfolio credit risk distribution profiles that will enhance the assessment of the group’s aggregate risk profile, including capital adequacy measurements and model decision-making
Provide a high standard of independent assurance to the Group Chief Credit Officer in relation to Basel Credit RWA and associated disclosures
Be a key point of contact for guidance around regulatory treatment and interpretation of BIPRU requirements to any projects or BAU reporting teams

Skills and Experience

Degree educated and proven experience in applying quantitative/ statistical concepts to portfolio analyses
Minimum of 5 years banking/financial services experience
Credit Skills/MI Reporting skills - proven understanding of credit risk metrics such as PD, LGD, Maturity and RWA
Strong analytical skills - ability to efficiently interrogate, manipulate, analyse and validate large volumes of data with the aim of delivering meaningful management information and valuable insights into key credit risk drivers and their impact on the group credit positions
Intermediate knowledge of statistical concepts/linear programming e.g. parametric modelling, Multi-variable regression, parameter estimation, probability density/probability distribution functions, simulation, and simple measures of model verification
Strong verbal communication ability, good presentation skill and the ability to deliver confident and clear guidance and support on highly complex technical issues
Business writing ability, enabling communication of complex material to a wide audience
Knowledge of credit risk principles and credit risk management and mitigation
Strong interpersonal skills with the ability to liaise and interact with several levels of management

As this is an urgent requirement, candidates who are on a two week notice period or less will be strongly favoured.

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