Credit Risk Modelling - London - £30k - £65k

  • Negotiable
  • London, England, United Kingdom
  • Permanent, Full time
  • Oliver James Associates.
  • 30 Aug 16

My client is a leading Financial Establishment who are looking to hire a Junior & Senior level Credit Risk Modeller to join their newly formed Credit Modelling team in London. This role offers significant exposure to senior stakeholders, as well as the opportunity to build in house models using SAS, my client are looking for an experienced analytics individual who is hands on and keen to develop.

Key responsibilities will include:

- Support the scorecard and Basel model methodology development
- Support the advancement of Group Model Risk Framework and Policy
- Develop in house scorecards and improve solutions for PD/LGD estimates where vendors are engaged
- Use SAS to construct databases, perform statistical analysis and build predictive models
- Developemt of PD, LGD, EAD models

Essential knowledge and experience:

- Degree is Quantitative field
- Technical understanding and experience of Basel IRB models
- Strong SAS programming and data handling skills
- Working knowledge in statistical analysis , credit scorecards and Basel modeling

Credit Risk Modelling - London - £30k - £65k