Are you a technical champion with SAS? Can you work with a range of internal colleagues to provide analysis and produce reports for external parties? Do you enjoy coaching and sharing your credit risk knowledge? If yes, then we may have the role for you!
The Lead Analyst – Portfolio Insights, will work with SAS, excel and various other tools to analyse data and develop, maintain, and run the monthly production of credit risk portfolio reports, providing insight on trends and the outlook to stakeholders within Risk and Finance. The Lead Analyst will perform technical analysis and commentary, with minimal technical supervision, to support external reporting including the annual report and accounts, investor presentations and rating agency presentations. Additionally, you will run the Bank’s stress testing analysis stress testing’s and forecasting analysis processes for credit risk impairments and IRB RWAs for use in credit risk management, capital assessment and financial planning.
Most of our jobs offer the opportunity for hybrid / remote working. Ask your recruiter for more details.
So what would you be doing?...
•Running monthly cross-portfolio credit risk reports, ensuring these are accurate, timely and insightful for both internal and external audiences. This will include liaising with the data and reporting team to develop accurate and insightful metrics, and with portfolio management teams to understand credit risk trends and outlook.
•Analysing model outputs to understand and explain the drivers of changes and the associated impacts to key stakeholders.
•Producing analysis and reports to support the credit risk appetite framework and limits, in alignment with the Bank’s strategic and financial plans.
•Running credit risk impairment and IRB RWA forecasting stress testing processes, to support the Bank’s annual and monthly financial planning and capital management processes and committees, including the ICAAP.
•Producing adhoc analysis of the Bank’s credit risk profile with focus on RWAs to support the strategic management of credit risk.
•To produce the analysis and reporting described above, the role holder will develop tools using SAS and Excel ensuring outputs are complete and accurate.
•Keeping up to date with changes in the IFRS 9 and IRB regulatory landscape.
You need to be this kind of person…
•Passionate about providing unparalleled levels of service and convenience for customers
•Able to work and learn quickly in a fast paced, fun and dynamic environment
•Prepared to stick at something - we get nervous if someone has jumped from job to job as we want people who are prepared to learn and grow
•Care about doing a great job and exceeding expectations with the quality of what you do
And... we are a bank so risk is a part of everything we do. We love people who take responsibility, do the right thing for customers, colleagues and Metro Bank and have the courage to call out any concerns.
We always support colleagues to develop their skills. But to be successful in this job you really do need to already be able to do most of these wonderful things...
•Understand the risks associated with your job and what that means for you, Metro Bank and all our stakeholders
•Naturally, you will have knowledge of IRB and IFRS9 regulatory requirements and how these can be modelled for stress testing to feed the Bank’s ICAAP.
•In order to hit the ground running, you will need expert understanding in statistical programming using SAS.
•To be successful in this role, you will have experience of the different lending products across consumer and SME/corporate portfolios, and how these might be modelled differently.
•Naturally, you will be able to manipulate data from core data sources for analysis and reporting to provide insights into portfolio trends, whilst maintaining data quality and accuracy
•You will need experience of designing and building automated processes for the generation of model outputs, monitoring, portfolio reporting etc.
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