Description
Great opportunity for an experienced Technical Specialist within Credit Stress Tester / Credit Modeller to join a leading challenger bank, this role can be based in their Glasgow office. The organisation has been through a significant change programme and now looking to add a technical SAS specialist to focus on writing and changing complex code.
Reporting to the Head of Credit Stress Testing, you will support the Credit Stress Testing team to deliver Credit Stress Tests to both internal and external stakeholders as quickly and efficiently as possible. The role will encompass all aspects of process improvement, change management, documentation, data analysis with an emphasis on implementing and managing changes within the Credit Stress Testing SAS Engines (Projection Engine and Calculation Engine) and Excel Interface. The Bank has developed a capability to undertake Credit Stress Testing to enhance the risk assessment of the lending portfolio and the role holder will play a key specialist role in continuing this development.
Key responsibilities:
- Implement changes to the SAS based Stress Testing Engines and associated analytical tools and Excel interfaces
- Implement enhanced IRB models within the overall Credit Stress Test process
- Support the implementation of an IFRS9 forecasting capability within the overall Credit Stress Test process
- Provide support and input to monthly data monitoring processes, and contribute and support integration of any future data infrastructure changes to ensure data used in Stress Testing is fit for purpose
- Providing support to the annual Monitoring Framework
- Assess SAS processes/code to promote simplification and automation, reducing any operational risk
- Ensure that any changes to the process/code are clearly documented
- Represent the team in the monthly SAS Business User Forum
Skills required:
- Advanced SAS and Excel
- Ability to write and change complex code
- Experience of managing change to ensure smooth transition from old to new processes
- Good communication skills
- Excellent analytical skills with the ability to solve complex problems
- Knowledge of Credit Risk and an un understanding of Credit Risk Metrics such as PD/LGD/EAD
- Experience in a Stress Testing environment and with proven exposure to processing stress and scenario outputs and the development of Credit Stress Testing models
If successful you will be offered a competitive salary and benefits package and will have the chance to join a growing team with significant progression opportunities. For more information, please contact Georgina Millyard on 07850766965 / [email protected]