Risk Information Analyst

GE Capital
London - United Kingdom
S: Competitive

Role Summary/Purpose
This is an exciting role in the Risk Information Centre team of GE WCS reporting to the Risk Information Centre leader for WCS, the Analyst will be responsible for model development, maintenance, implementation and managing models throughout the model lifecycle. In addition the Analyst will also support AAA and TRR processes and delivering Ad-hoc requests, ensuring WCS compliance to all Risk Ratings & Models Policies & Procedures.

Essential Responsibilities
• Develop ad hoc reports and risk management presentations for external and internal audiences, and provide responses to specific portfolio analytics questions
• Produce IRIS TRR monthly report and maintain process up to date , with WCS Models & Ratings Manager and HQ collaboration
• Support new models development initiatives by designing standard data extract templates, suggesting new key variables addition, supporting model design and implementation
• Perform ongoing monitoring of WCS models inventory and consistency with CARMA
• Responsibility for providing modelling support for the various WCS Functions
• Development of new PD, LGD and origination models
• Drafting model documentation to SR11-7 standards
• Working with GMGV to facilitate the independent validation process
• Supporting the implementation and use of models
• Developing and running model monitoring reports
• Ensure HQ model acceptance
• Creating and presenting reports on model performance for senior management
• Ensure rating consistency between all systems (FL, IRIS, DWH) and run Default & Loss controls framework
• Support Model Governance Manager on MGWG meetings preparation: Maintain WCS full models inventory, prepare Deck, generate minutes
• Manage Policy and Procedure Framework: ensure WCS compliance to the different policies & procedures and develop gap assessment
• Maintain and execute Asset Classification control framework
• Drive prioritization to ensure most critical areas are addressed. This includes assessing: regulatory implications and business impact
• Support IRIS submission
• DWH: Objects Addition Spec, Defects analysis, Testing, Project support
• Understand and develop deep knowledge on WCS business processes

Qualifications/Requirements
• Bachelor degree in statistics, business finance, economics, mathematics, engineering or related quantitative field
• Sound, demonstrable risk management experience
• In-depth experience in quantitative risk / decision technology including experience of developing and implementing risk models
• Must be able to effectively communicate business strategy, recommendations, and technical analyses to both technical and non-technical audiences
• Demonstrated ability to present complex information using PowerPoint and in analysing large sets of data in Excel Spread sheets, MS Access database and Business Object are mandatory SAS knowledge is a significant plus
• Able to understand Portfolio database variables to design reports to facilitate analysis, including demonstrated ability in quantitative analysis, and model governance
• Proven track record of credit scoring project delivery with experience to handle multiple projects simultaneously
• Able to work under tight schedules and consistently meet objectives

Job summary