Wholesale Analytics Manager recruitment
The Ulster Bank Wholesale Credit Risk Analytics team supports the implementation and use of the RBS Wholesale suite of credit risk models across UB in addition to the development of Macro Economic Stress Testing models for the Ulster Bank Wholesale portfolio. The successful candidate will be involved in credit risk model validation and calibration in addition to stress testing model development. The successful candidate will have a strong aptitude for logical problem solving and analytical reasoning as well as people management experience and strong interpersonal skills.
Major Activities and Responsibilities
- Manage the Development and Validation of Wholesale Credit Risk Models and Risk Reporting measurement tools
- Lead delivery of model based reviews and supporting documentation
- Lead divisional Stress Testing / Macro Economic model development
- Delivery and input to required Group Projects
- Provide advice / statistical insight into risk models (PD, LGD, EAD)
- Manage delivery and analysis of portfolio specific MI
- Build relationships with key stakeholders at both managerial and executive level.
- Deliver high quality briefings and analysis
- Provide leadership to direct reports enabling them to perform to the best of their abilities
- Exhibit the values and behaviours expected of a high performing line manager
Skills and Experience Required
- Quantitative primary degree essential (e.g. Maths, Stats, Engineering)
- Knowledge of Credit Risk Management
- Practical knowledge of Credit Risk Metrics (PD, LGD, EAD)
- Practical Knowledge of Model Calibration, Development Validation
- Analytical skills required to interpret complex credit risk issues
- Project management skills
- Ability to build and maintain good working relationships at all levels
- Ability to communicate quantitative concepts to Senior Management
- Advanced software high volume data analysis skills (SAS, SQL, R etc)
Desirable
- Post Graduate qualification
- People management experience
- Interpersonal, team working and organisational skills
- Influencing skills
April 2, 2012
• Tags: Accounting & Finance careers in the Ireland, Wholesale Analytics Manager recruitment • Posted in: Financial