Financial and Data Analyst
Full Time / Permanent
Competitive Salary + benefits including
- Pension scheme
- Life insurance
- 25 days holiday
- Enhanced maternity pay scheme
- On-site gym with fitness coaching
- Fresh fruit deliveries
- Stock purchase schemes
Dynamite Recruitment are working alongside one of the biggest financial services providers in Hampshire in their search for a Financial and Data Analyst who is advanced in SQL.
This is a brand new position in the company and you will be tasked with running and managing their impairment model, developing and making adjustments as required. To be successful in this role you must be comfortable working on large data sets.
Duties include but not limited to:
- Enhance, back test and calibrate the impairment models.
- Maintenance of the EAD, PD, LGD models
- Maintain and enhance impairment reporting, monitoring, governance and procedural documentation
- Monitor international and UK regulatory and accounting changes, review relevant discussion/ consultation papers, assessing the impact and driving it through relevant review/ discussion processes.
- Perform ad-hoc analyses as required and provide recommendations and solutions based on analysis.
- Experience working with large data sets using SQL.
- Previous experience working with similar models - ideally PD, EAD, LGD and cash flow models, Basel II/III models; regulatory capital calculations and impairment models
- Experience in quantitative analysis.
- Experience in segmentation.
- Statistical/ Mathematical/Economics background highly regarded.
- Experience working with a consumer credit / lending portfolio or in the non-standard market highly regarded.
- Experience/ knowledge across the other risk disciplines highly regarded