Senior Credit Risk Analyst

Senior Credit Risk Analyst you will be reporting to the Credit Risk Manager. This role is responsible for the calculation of the provision (IFRS 9), charge analysis and provision reporting for the group. You will also support the production of regular and ad-hoc provision papers. You will be in constant dialogue with the 1st line Credit Risk team to understand any portfolios of concern, run provision scenarios and provide a second line lens to any overrides to the provision that the 1st line Credit Risk team have implemented.

As a Senior Credit Risk Analyst you will:

• Run the monthly prevision (ECL) process for the Group and the PF division, delivering outputs and MI to support and integrate with finance processes
• Support provision input into key governance and control forums across the business
• Support the review of the provision modelling approach and highlight areas that require development
• Ensure the IFRS 9 model runs as intended providing reporting and monitoring in line with Model Risk Management policy requirements
• Provide stakeholder and governance forums with analysis and monitoring to demonstrate the on-going effectiveness of the IFRS 9 model
• Working with stakeholders to analyse and understand key changes in the portfolio and impact they have had on the provision in the month

Qualifications

Essential

• Numerical Degree, strong analytical skills and excellent attention to detail
• SQL experience
• Advanced Excel skills
• Strong understanding of the fundamental concepts of data
• A solid grounding in data analysis
• Experience of using complex data

Desirable:

• Background in IFRS 9
• Modelling experience

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