Credit Risk Modelling Position Credit Risk Modelling Position …

Aston Carter
in London, United Kingdom
Permanent, Full time
Last application, 20 Oct 20
£50,000 + competitive benefits
Aston Carter
in London, United Kingdom
Permanent, Full time
Last application, 20 Oct 20
£50,000 + competitive benefits
This is an exciting Credit Risk modelling role at a specialist Retail Bank. If you have modelling or validation experience in the Credit Risk space and are looking for your next opportunity where you will get a wider breadth of experience this is real gem of an opportunity.

Key Responsibilities:

  • Enabling and supporting model development, implementation of model monitoring, calibration and stress-testing all with a key focus on IFRS9 second genreation models (PD, LGD, EAD).
  • Develop solid relationships with various colleagues across the Bank and work across various areas in order to develop analytical and statistical solutions to problems.
  • Lead on the development risk models which are business-critical.

Skills/Competencies Required:

  • Practical experience of Credit Risk modelling, especially under the IRFS9 framework is essential.
  • Extensive experience in a highly quantitative role in risk management, in either model development or validation, backed up by a solid educational background.
  • Proficiency in SAS and MS Office and the ideal candidate will have some leadership experience and come from either a consulting or banking background.
  • 1-3 years expereince ideal.

If this looks like an opportunity which you feel you could be good for and are interested in applying, please send you CV to cjarvis@astoncarter.com or call Chris on +442075327964 for more information.

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