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Credit Modelling and Stress Testing Manager

Close Brothers. London, United Kingdom
Posted 1 day ago Hybrid Permanent Competitive Base + Benefits + Discretionary Bonus
An exciting opportunity exists to join Close Brothers on our credit modelling journey. The role will involve developing and maintaining both statistical and slotting corporate IRB credit models, exploring new and existing data sources and ensuring model compliance against regulatory standards. The role will also involve development and execution of stress testing models. This will include analysing, summarising and communicating the nature and character of economic scenarios and accompanying model results.

RESPONSIBILITIES

  • Play a key role in the design, development, implementation and maintenance of credit risk models, primarily with a focus on corporate IRB and stress testing models, to deliver unique and innovative modelling solutions.
  • Lead key elements of corporate credit model developments (both IRB and stress testing) and stress testing execution, anticipating constraints and risks to plans and taking mitigating actions.
  • Lead in the design and generation of economic scenario analytics and benchmarking for the purposes of ICAAP exercises.
  • Act as a key point of contact and source of knowledge on stress scenario and credit models across the bank; be recognised as a consistent source of business insight through development of modelling solutions.

WE WOULD LOVE TO HEAR FROM YOU IF:

  • You have experience in the development of credit risk models in banking, ideally including PD, LGD and EAD models.
  • You have experience in the development and execution of credit risk stress testing models.
  • You have experience of analysing and evaluating stressed economic scenarios and the communication of the consequent impact on credit portfolios.
  • You are comfortable extracting and manipulating large datasets to support risk model development, including the use of modelling software tools (e.g. SAS, Python, R).
  • You have knowledge of credit risk management processes and monitoring metrics.

We are an inclusive organisation and committed to ensuring our recruitment process is as accessible as possible to everyone. We will make adjustments for people who have a disability or long-term condition. If you need the job description or application form in an alternative format or would like to discuss the recruitment process with us, please email us at recruit.ssc@closebrothers.com or request a call back.

Job ID  CBGDC834533
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