A large energy business in North East England is currently seeking an experienced numerical analyst to join their expanding credit risk teams to provide insight and support via SAS analysis.
Key responsibilities
Monitor and evaluate the performance of individual policy rules, cut-offs, scorecards and champion challenger tests, initiating proposals where necessary to roll‑out existing challengers or to implement new challengers.
Monitor operational drivers of credit risk performance, initiating proposals where necessary to optimise the balance between manual and automated decisioning.
Develop and maintain the production of regular MI to support the monitoring and evaluation of credit risk KPIs, key drivers and performance of credit risk strategies.
Develop and maintain the production of credit loss forecasts.
Identify the need to change credit strategies, systems functionality, operational processes and data acquisition and deployment (through data analytics and through discussion with colleagues and suppliers).
Develop proposals, based largely upon data analytics to model the long term value of the change.
Estimating and delivering credit loss assumptions for input into proposals initiated by other areas of the business (e.g., product development proposals, marketing campaign proposals).
The design and maintenance of data tables in warehouses and marts to maximise their re‑use potential across disparate analytics projects, minimising analytics turnaround times and maximising productive capacity.
Work with internal colleagues and with suppliers to define requirements, procure, build, test and implement new credit risk capabilities such as new data sources, new scores, new systems and operational processes.
Ideal qualifications, skill sets and experience
Strong academic background with a numerical/statistical/science based degree.
Highly numerate with strong data analysis experience.
Experience with SAS analytics is essential (SQL, Python, C++ are also acceptable).
Risk acquisition, capital impairment or portfolio risk experience ideal.
MI report production and development experience.
Macro‑economic analysis and statistical model development experience ideal.
Experience in the domestic energy retail sector highly advantageous.
If you have the relevant energy background or career experience skill sets, and would like to know more about the above opportunity, then please apply now.
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