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See SELBY-JENNINGS-LONDON 25 Job offers
Retail Basel II Manager-London-Salary: Competitive
A top 3 British Bank which has seen a resurgence and increased profitability in the last 6 months and has a lot more risk appetite in its corporate banking section.
Due to this the bank is looking to bill up its Risk Analytics capabilities and is looking for a Retail Basel II Manger lead and develop a team to ensure that Basel II Expected Loss models are world class and meet the requirements of all relevant legislation.
The Role will require the Retail Basel II Manager to support the development work through seeking out and developing new and innovative modelling techniques and solutions whilst communicating and working with business stakeholders to build appropriate plans and manage the team to deliver against these plans.
The Candidate will provide support, leadership and coaching to Senior Analysts and Analyst within the team whilst working with Decision Science Senior Managers to support and develop wider initiatives across the team.
The Role:
Lead teams of credit risk analysts on the scoping, design, development, validation and implementation of Basel II Expected Loss models.
-Provide technical leadership and coaching to your team of model developers, and strive to take learning's from your team to the wider Basel II Decision Science team, and beyond.
-To assist in the integration and understanding of Expected Loss and other appropriate credit risk models (and the associated reporting) throughout the Retail division.
-To steer, successfully, all models and reviews of Basel EL Models through the internal and external governance processes, ensuring compliance with Group standards and FSA regulation.
-Act as a main point of contact throughout the model development lifecycle with all key stakeholders, including the business unit who require the model, other colleagues within Decision Science and Retail Divisional Risk, Group Risk and others as required.
-Liaise regularly with Business areas to keep abreast of new business initiatives and proactively highlight any potential modelling or scoring changes to Management, helping to shape the Basel II EL modelling strategy and maintain model performance.
-Manage a team of statistical specialists to ensure that their contribution to the business is optimised, that staff are developed to their maximum potential, and that their overall capacity is increased, avoiding key skill dependencies.
-Develop and maintain a network of external contacts within the risk industry and keep abreast of all relevant regulatory and legislative changes ensuring compliance is achieved at all times.
Ideal Candidate:
Extremely numerate with an excellent degree in a numerate discipline (preferably maths/statistics).
-At least 5 years experience in the development of risk models in Retail Banking.
-Ideally, at least 3 years experience in the development of Retail Basel II EL models.
-Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.
-Comprehensive and broad knowledge of consumer lending products and markets, with particular emphasis on the Basel II Accord and its impact on these products and markets.
-Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.
-Good team management, project management and communication (both written and verbal) skills, including the ability to lead and motivate others.
-A high level of creativity, drive, innovation and initiative to solve problems, and being motivated to push self and others.
-Good time management and people management skills.
-Proven influencing, verbal and written communication skills.
-The ability to work quickly and at a high level of detail and accuracy.
-A good external network of contacts within the risk industry.
Keywords: Credit, Risk, Basel II, Retail, PD, LDG, EAD, London, UK
Please send all enquiries by mail
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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