FINANCIAL SERVICES RECRUITMENT
LONDON | NEW YORK
Credit Risk Modeller
My cleint is one of the UK's leading financial instituitions that requires a Credit Risk Modeller to joing their centre of excellence for modelling.
You'll be joining Retail Capital Models, our centre of excellence for statistical modelling that offers an excellent induction and training programme
This is an opportunity to build and develop your statistical modelling skills and further your career as you get involved in a range of projects
In this role, you'll be working with the bank's Basel and IFRS9 models, developing new, and maintaining existing models used in the bank's credit risk framework.
* Developing and maintaining a suite of robust, effective and compliant statistical models producing measures of PD, EAD and LGD.
* Assisting with the review of the model proposals developed by the team as they pass through phases of review by other functions.
* Producing clear and well-presented analysis and actionable MI covering all aspects of risk model performance.
* You'll be an experienced analyst, able to draw on your experience of risk systems, methodologies and processes in a retail and commercial bank environment. You'll pair this with your experience in data driven analysis and statistical and mathematical modelling.
* Experience of scorecard development would be ideal, along with experience using SAS or SQL programming languages, ideally on large data-sets in a mainframe or server environment.
* An understanding of statistical techniques, credit reference data, and system tool-sets, and how they are applied appropriately for the benefit of the bank and its customers
- London, England, United Kingdom
- Permanent, Full time
- Charles Levick