This is an exciting opportunity for someone with credit risk experience and strong statistical skills to move into a divisional oversight role.
You will be responsible for leading the validation of technical aspects of all credit scoring and other statistical based decision systems used in internal rating systems across the business units within retail banking. You must be an innovative thinker who can put their statistical expertise to practical use enabling the retail bank to become leaders in the field of ratings model development. You will also manage a small team of staff with expertise in model development and techniques. You will liaise between business unit and modelling teams ensuring a consistent approach to Basel. You must have more than 3 years in a credit risk management or credit model development team specifically validating models. You will need a good degree in a numerate discipline, preferably statistics and the ability to provide thought leadership in the statistical techniques appropriate to model development and validation. Experience of a statistical programming language (e.g. SAS) would be an advantage. The job holder must have the confidence to challenge peers and Senior Management where non compliance has been identified.
Incisive Media Limited, Haymarket House, 28-29 Haymarket, London SW1Y 4RX, is a company registered in the United Kingdom with company registration number 04038503
