Responsible for the development and monitoring of key models used across the credit risk lifecycle including applications, behaviour, fraud and collections

Key Responsibilities • Develop and monitor performance of IFRS 9 Models (PD, LGD, Macro-Economic).• Prepare quarterly IFRS 9 accounting papers and provide analytical support during year end audit.• Conduct ad hoc analysis to provide insight into changes in portfolio.• Production of monthly and quarterly model performance packs presenting to key stakeholders across the business.Highlights• Lead a project to redevelop full suite of IFRS 9 models taking advantage of more sophisticated methodologies to improve accuracy, optimise provision allocation and address key audit considerations.• Lead the year end IFRS 9 audit including preparing IFRS 9 accounting paper and producing analysis to counter concerns raised by audits ensuring no further changes to ECL were necessary. • Worked with consultants to develop full end to end IFRS9 solution for new personal loans product offer.

Key Responsibilities • Develop and monitor performance of key risk models (behaviour, application, fraud & collections).• Research new data, software & modelling techniques to continuously improve model performance.• Production of monthly and quarterly model performance packs presenting to key stakeholders across the business.Highlights• Built a model utilising real time web browsing data to predict new applicants that were unlikely to ever make a payment saving c.£570k in bad debt and generating c.£182k in PBT over first 3 years.• Developed model to predict liability for goods lost in transit saving the business £460k per year in costs and 1,750 operational hours.• Built a fully automated, standardised model performance and monitoring pack using SQL and SAS.

Key Responsibilities • Ensure the performance of credit limit and order authorisation strategies are within risk appetite and propose changes to bring them within appetite where necessary.• Annual recalculation of risk appetite strategy guardrails.• Implementation and testing of strategy changes within risk management systems (Triad, Blaze Advisor).Highlights • Designed and implemented new credit limit increase strategy delivering an additional £32m in sales and £3.7m in PBT over first 3 years.• Developed risk detection strategy saving £2.6m in bad debt over first 3 years.• Worked as part of project team to implement online self-serve credit limit management, designing, testing and implementing strategies within risk management system (Triad/Blaze).• Built extensive exception reports using SQL highlighting a number of data inconsistencies and issues.