Portfolio Credit Risk Lead Analyst

• Lead model oversight activities and prepare Senior Governance Forum reviews
• Deploy systematically annual and multi-year model enhancement plans
• Oversee and prioritize the book of work for model developers
• Support all activities related to the development of methodologies
• Contribute to the development and management of model and non-model assumptions
• Contribute to the development and documentation of models and overlays
• Ensure advanced methodologies, reporting processes, governance, and controls framework are well-defined
• Lead, prepare and present model performance dashboard summaries
• Ensure full compliance of Credit Risk models with relevant policies
• Provide strong financial analysis support and reporting of metrics
• Perform analytics and root cause analyses
• Lead deep dive business analysis
• Facilitate the review of Senior Governance Forums
• Partner with Developers and Model Risk Management
• Liaise with developers, technology, and business
• Communicate complex problems and policy interpretations
• Collaborate closely with other functions
• Mentor and provide guidance to junior team members

• 7+ years of experience in the financial industry with significant exposure in developing analytical methodologies and modelling frameworks for credit risk measurement, regulatory capital and/or stress testing
• 3+ years of prior experience in a modelling team or model risk management function working on PD, LGD, EAD or Credit Losses methodologies
• Knowledge of coding in R, Python, or SAS
• Experience writing and/or reviewing technical documentation
• Comprehensive understanding of quantitative methodologies and regulatory requirements used in credit risk modelling
• Demonstrated deep product knowledge within wholesale credit
• Ability to assess complex issues through root cause analysis and other analytical techniques
• Exceptional oral and written communication skills
• Strong analytical skills
• Proficient in Microsoft Office
• Ability to manage multiple priorities and tasks
• Project management skillsets
• Demonstrated leadership and mentoring abilities
• Strong interpersonal skills
• Bachelor's/University degree, Master's degree preferred

CFA/FRM certification

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program
• Sport Card
• Holidays Allowance
• Sport and team recreation activities
• Special offers and discounts for employees
• Access to learning and development resources
• Discretional annual performance related bonus
• Hybrid working model (up to 2 days working at home per week)