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Modelling Manager - SAS, Banking , Credit Risk

Job Title: Modelling Manager - SAS, Banking , Credit Risk
Contract Type: Permanent
Location: London
Industry:
Salary: £70000.00 - £75000.00 per annum
Reference: BBBH14348
Contact Name: Carl Ashdown
Contact Email: carl.ashdown@twentyrecruitment.com
Job Published: February 13, 2017 19:35

Job Description

Modelling Manager - SAS, Credit Risk

This is a fantastic opportunity for a Modelling Manager Analyst to enhance a growing team at a leading bank in Canary Wharf. In this role you'll be responsible for managing a team of analysts and ensuring that the Model development process is being followed and compliance maintained at all times, work closely with stakeholders and the business and develop and maintain SAS code to support the Model development process.

Key Accountabilities:

  • Managing a team of analysts who track the progress of individual Model development against the Framework, ensuring that the Model development process is being followed and compliance maintained at all time
  • Providing subject matter expertise in model development defining the process of model development across the wider team (circa 100 staff)
  • Work closely with with Modellers, stakeholders and senior executives to understand Model requirements and priorities Work as a member of a team across different teams and locations
  • Develop and maintain SAS code to support the Model development process

Your Skills;

  • Experience of managing Analysts / Modellers / Developers
  • A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression).
  • An ability to produce reports and interrogate systems to produce analysis and resolve discrepancies/queries.
  • Expertise in the use of SAS Stat procedures such as "LOGISTIC", "REG" and "SCORE"

Useful to have;

  • Full understanding of Credit Risk Processes and Strategies, including knowledge of credit loss provisioning.
  • A good understanding of the Group's Model Risk Policy.
  • An understanding of the fundamental principles of the Basel II Accord and / or of IAS 39 / IFRS9.


If you're A Modelling Manager with expertise in SAS and you're looking for a new opportunity with a leading UK banking client then please send me your CV ASAP.