Quantitative Analytics Manager – Credit Risk recruitment
This is a high profile role providing technical input and working with senior management in the delivery, operational running, enhancement and governance of credit risk stress testing models used for impairment and regulatory capital forecasting within the WI division of the bank.
The successful candidate will lead and develop any direct reports to ensure that industry leading credit risk stress testing models and solutions are developed.
They will also be required to:
• Communicate and work with business stakeholders to build appropriate plans and manage the team to deliver against these plans.
• Provide technical leadership and coaching to more junior members in the team, and work with senior managers within Quantitative Analytics to support and develop wider initiatives across the team.
• Develop and raise awareness of best practices, policies and regulatory requirements, etc. within all aspect of credit risk stress testing.
• Ensure model developments and resourcing plans are in place in order to deliver work to agreed timescales.
The candidate will also be responsible for representing their division in groupwide initiatives. This role will involve providing analysis of the concentration risks within the WI portfolio, and associated metrics used to inform risk apetite/risk-reward decisions. It will also require insight provided into the performance of the portfolio across a range of economic scenarios.