-job description
*role purpose*
- co-ordinate and manage projects; typically working on smaller/medium projects/assignments
- assist in delivery of larger projects
- implement company policy and contribute to the attainment of functional results
- ensure the quality of tasks/services provided by colleagues, involving regular process checks or review of output by a co-worker and/or supervisor
- identify and escalate issues
- communicate technical/sensitive information
- understand and adhere to established policies and procedures in own team
- support change initiatives and escalate any concerns
*main activities*
- credit risk focal point for the global private banking and wealth segments for the retail credit products
- credit risk manager for the msbl (market securitized backed lending) portfolio
- investment risk analytics
- prepayment modelling analyticsattend all activities related to model governance and model performance tracking.
- support business areas assisting and directing the actions of portfolio regarding the management and use of statistical models.
- maintain good relations with internal customers through an effective service and communication, build connections, be externally focused and collaborate across boundaries.
- control of models risk, ensuring that they are in compliance with all regulations and their residual risk are in line with our risk appetite.
- development of innovative analytical solutions to improve model governance, reporting and customer risk management.
Requirements
- economics, engineering, statistics, mathematics, business management, or equivalent academic background.
- previous experience in risk and/or investment and/or data management and/or programming related matters.
- intermediate english
- analytical skills and decision-making abilities.
- planning, organization skills, negotiation skills, ability to influence people and effective communication.
- accountability and compromise with target dates.