Credit Risk Reporting Analyst

THE COMPANY:

We have been instructed by an international corporate & specialist finance bank who has their European hub in London. They provide a range of corporate banking, transactional and real estate services.

THE RESPONSIBILITIES:

• Support Head of Risk Analytics, overseeing critical risk assessment processes including IFRS 9 and ECL oversight.
• Assist, develop and produce accurate reporting using Banks Datawarehouse tools including SAS Enterprise Guide to help to streamline processes.
• Support the production of monthly and quarterly Risk Exposures Reports, Risk Asset Analysis Reports and Impaired Asset Reports. In addition, provide to Head Office on a quarterly basis various report for CBB reporting purposes.
• Support in the preparation of Risk Committee MI Pack monthly for all areas within Credit Risk.
• Support Head of Risk Analytics with the production of MI for the Provision & Recovery Sub-Committee (PRC) including minute taking and managing action points.
• Support in the annual review of the FAS 30 (IFRS 9) & Provisioning Policy.
• Support in the annual review of Terms of Reference for Provisions & Recovery Sub-Committee.
• Support the Finance Department with their Regulatory submissions including detailing all loans in excess of €3m where the valuation is over 3 years old.
• Review of Large Exposures for Banks and Non-Banks for Finance Department in order to facilitate accurate FCA/PRA reporting.
• Support arrears reporting which includes production of regular reports and responsible for organizing and support in chairing meetings with the business area to discuss individual arrears cases and agree recovery strategy.
• Compiling and analysing statistical information needed to monitor the performance of the credit portfolio.
• Monitoring of Connected Exposure and reporting in relation to regulatory limits.
• Lead in monitoring of Country Exposure, Counterparty Limits and Risk Ratings ensuring exposures are effectively managed and maintained within limits by the Treasury Department.
• Work closely with Group Analytics to review, in supporting Head of Risk Analytics validate and refine any existing models used including stress testing and IFRS 9 models.
• Support the Head of Risk Analytics conduct comprehensive risk assessments by analysing data, identifying trends and evaluating the effectiveness of existing risk management strategies and controls.
• Ensure compliance with regulatory requirements by staying abreast of industry regulations and guidelines and implementing necessary changes to risk analytics processes and methodologies.
• Support the development and implementation of risk governance frameworks and polies to ensure the integrity and reliability of risk analytics activities.

EXPERIENCE REQUIRED:

• At least 2 years’ experience in a comparable role within a Credit Risk / Risk Management area of a UK commercial bank
• Knowledge of core banking systems (such as Equation/Opics); and advanced database tools (such as EDW/SaS);
• Strong MI reporting skills
• Advanced Excel – including Excel VBA to automate manual tasks, macros, and processes within Excel.
• Data Analysis – Strong analytical skills to identify trends, outliers, and insights from large datasets.