Job Overview

Apply now Job Title: Head of Modelling Location: Surrey / London Experience - DOE My client is looking for a Head of Modelling to help play a key role in the development and validation of products, cash and loss forecasting as well as identifying potential new opportunities. Major activities and Responsibilities: Leading analytical projects within credit risk including cash and loss forecasting, IFRS9.Development and validation of risk models to be used in client decisioning, including application scorecardsWorking closely with senior management to assist with formulation of departmental strategiesRepresenting Credit Risk Analytics to aid product selection lifecycle and in a project delivery capacityDesigning, developing and validating risk models and processes, using SAS, Excel etc.Working with treasury and securitisation teams to develop seamless integrated modelsConducting research on innovative risk modelling approaches and techniquesUnderstanding internal and external data, infrastructure and reporting requirements and coordinating these with effective analytical solutionsScaling next generation risk models for the planned market expansion Skills and experience required (or desired): A strong background in UK mortgage marketA strong understanding of the Risk sector with extensive experience in developing & modelling risk productsExperience of developing Basel/ICAAP models, loss and provisioning models, IFRS9 and cash forecasting.Strong mathematical and statistical background, knowledge of statistical modelling techniquesExperience of data mining skillsExcellent leadership skills, demonstrated through managerial experience in an analytical contextConfidence to make critical decisions, challenge and manage stakeholders' expectations Keywords- IFRS9, Basel, SAS, Modelling, Credit & Risk, CAAP, UK Mortgage market,

Key Requirements

IFRS Modelling Risk Analytics SAS