Non-Traded Market Risk AVP

OVERALL JOB PURPOSE

The purpose of the role is to drive insight into credit performance and the optimisation of credit strategies, through data analytics and modelling. As a member of the Central Analytics Strategy Function's Underwriting Task Force this work will involve a variety of key projects, investigating risk performance issues and supporting growth initiatives, across a variety of businesses and products across the business

KEY ACCOUNTABILITIES

Strategy Analytics

- Undertake data driven analysis (primarily in SAS and Excel) to extract insight from trends in product &/or portfolio credit performance.
- Use empirical, analytical and statistical techniques to generate loss rate expectations and scenarios for use within financial modelling
- Use insight generated to formulate proposals that address areas of weaknessincluding presentation at the relevant forums
- Influence on-going communications with key business stakeholders at senior levels across the business.

Governance and Control

- Ensure changes made to strategies are effectively documented and governance criteria are met.

REQUIREMENTS

Analytical Ability

- Well-developed quantitative analytic skills, evidenced through:
- Strong academic performance in numerate subject (typically to degree level)
- Substantial prior experience of sophisticated financial analysis techniques
- Strong conceptual skills to understand, develop and deploy a variety of advanced analytical methodologies
- Excellent Excel skills (VBA knowledge a bonus), and solid PowerPoint capabilities
- Preferably the individual has a clear understanding and meaningful experience in performing data analysis using a standard statistical package (SAS preferred)

Commercial Skills

- Strategic thinker with ability to balance the risk of business activities and the associated value potential
- Create and implement project task plans to accomplish business plan objectives.

McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.