Advanced Senior Risk Analyst
Assist in tracking the bad debt performance against forecasts on a monthly and ad hoc basis to identify variations and carry out root cause analysis. This includes maintaining IFRS9 models and recalculating provision rates for all BNP Paribas PF UK portfolios.
Identifying ways to improve the accuracy of the provisioning models, providing information, analysis and technical support for the development of loss forecast models.
To supervise risk analysts as requested, taking responsibility for the work that they undertake.
The Analysis and modelling team are a crucial aspect of risk informing the business of current, past and future credit risk performance in line with the accounting and BNP Paribas group standards and this role is a key component of that team.
The Advanced Senior analyst responsibilities are:
- Assist in the monitoring of all models against forecast to identify adversities.
- Provide management reports which evaluate the Cost of Risk of the BNP Paribas PF UK Customer base.
- Provide root cause and investigative analysis on a regular basis
- Provide analysis to improve the accuracy of the loss forecasting and provision models.
- Assist in the development and implementation of the loss forecasting models.
- Deputise for the Risk Manager and represent the department at relevant forums and discussions
- As requested, liaise with other departments or external organisations e.g. Corporate risk on any current or future initiatives.
- Supervise risk analysts as requested, taking responsibility for the work that they undertake and help maintain a high level of motivation within the department.
- Keep abreast of new developments and regulatory issues.
- Ensuring compliance with all Group and external regulatory requirements.
What we are looking for :
- Educated to Degree level in a numerate field.
- Advanced Excel, Word and SAS (or SPSS) skills
- Experience in consumer credit Risk Management
- Proven experience in Risk Management or a data analysis function
- High level of accuracy and attention to detail