Senior Manager: Credit ScoringA demanding and challenging opportunity has arisen within the Credit Analytics Department of TFG for a dynamic, highly motivated individual to provide IFRS9 component models and credit scorecards that will improve decision making throughout the credit life cycle.Job descriptionLeader and manager of a team of Analytics SpecialistsCoach and Mentor junior staffAccountable for all IFRS9 modelling and credit scoring projectsLiaising and work closely with stakeholders to identify business needs, scope projects, and deliver on agreed project outcomesLiaising with auditors around modelling approach and application of IFRS9 component modelsOversee the development and maintenance of component models for IFRS9, including Probability of default, loss given default and survival models, all feeding into the Expected Credit LossOversee the development and maintenance of predictive models / credit scorecards to improve decision making throughout the credit life cycle of the TFG account base, from acquisition and new account decisioning to existing customer management, fraud, collections and recoveriesOversee and guide senior and junior staff in data mining of credit bureau and other external dataOversee the development of variable / characteristics from external data to improve credit management decisions and accuracy of predictive modelsEnsuring appropriate statistical methodology and data mining / analytical techniques are applied to modelling process to deliver and deploy robust and effective modelsAccountable for quality control of extraction and preparation of data for internal development projects as well as outsourced solutionsOversee model tracking to ensure effective model life cycle management and recommendations for redevelopmentEffective communication and presentation of analytical results to different stakeholdersAccountable for documentation of analytical processes and results, adhering to agreed documentation standards
Responsibilities + Skills
Good strategic and conceptual abilitiesAdvanced problem solving and judgementWorking as a Senior Manager: Credit Analytics you will have strong communications skills, be commercially aware and be a good team player. You will also need to be highly numerate with a strong commitment to the improvement of the credit risk strategy.
A degree in a numerate discipline, preferably Statistics / Mathematics / Operations Research (honours / masters degree preferable)Knowledge and experience in predictive modelling software packages (SAS/SPSS/R/Python)Experience in predictive modelling or scorecard development
Experience in component model development for IFRS9Knowledge of the credit industry and credit life cycle managementHands-on experience of large-scale customer database data interrogation and manipulationExperience with data mining and statistical techniques such as logistic regression, decision trees, cluster analysis etc