Description
Specialising in analysing and monitoring the concentration of credit risks within Group Risk.
The role involves working with large datasets, developing analytical models and providing insights to support and influence credit decisioning and risk management.
The role is specifically aimed at an individual with deep credit knowledge, understanding of Bank Regulations and Basel, with a strong aptitude for data analysis including predictive analytics. The candidate will have experience in data analysis and will be required to create and support reports or views to inform credit decisioning or provide information to the Regulator. Experience in tools such as Power BI and proficiency in either SQL, SAS or Python coding is essential for the role.
Key responsibilities:
- Data analysis and management: Understand source to target mappings within large databases, collect, clean and preprocess credit and financial data from various sources (internal and external), maintain and update databases that track exposure levels across different segments and asset classes, ensure data integrity and accuracy through regular validation, perform statistical analysis to identify trends, patterns and anomalies.
- Credit risk assessment / analysis: Prepare regular / ad hoc views or reports on credit portfolio in terms of performance, risk exposures, concentration risk for management review and to inform decisioning including contributing to stress testing, identify key trends in credit risk including predictive analytics to anticipate any credit risk, or pre-empt changes in the risk profile.
- Reporting / visualisation: Provide regular, ad hoc reports or views on credit portfolio, performance and risk exposures for management review and decisioning.
- Regulatory compliance: Ensure that all credit analysis processes comply with relevant regulations and internal policies.
- Collaboration: Liaise with business, IT, and credit decisioning to interpret relevant business information to inform views to drive credit decisions.
- Continuous Improvement: Stay updated on industry trends, regulatory changes, and best practices pertaining to credit concentration and other related credit risks including technology tools.
Experience, skills and capability:
- Post graduate degree in quantitative risk management, quantitative analysis, data science or related field.
- Ideally 6-8 years' experience in a quantitative or coding role with a good understanding of banking principles specifically credit and data analytics.
- Strong analytical mindset with the ability to interpret complex data and identify trends.
- Good understanding of credit principles, financial statements and credit risks and regulations.
- Data modeling and analytics.
- Computer literacy (MS Word, MS PowerPoint and strong Excel, VBA and Power BI).
- Proficiency in SQL, SAS and Python for data extraction, manipulation and analysis of large datasets including creating visualisations.
- Excellent communication and presentation skills, capable of conveying intricate data insights to diverse audiences.
- Detail-oriented with strong organisational skills and the ability to manage multiple priorities effectively, comply with deadlines.
- Team-oriented with strong interpersonal skills, fostering collaboration across functions.
Investec Culture
At Investec we look for intelligent, energetic people filled with passion, integrity and curiosity. We value individuals who in turn value our culture that is, a flexible attitude comfortable to live with ambiguity and willing to challenge the status quo. Diversity, talent and leadership are respected in pursuit of the growth of our business. People who can manage themselves and build strong relationships in order to get things done, will perform in out of the ordinary ways in our environment.
We are committed to diversity and inclusion when recruiting internally and externally.
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