Senior Credit Risk Modeller - Predictive Analytics

Recruiter
Harnham
Location
London, South East England
Salary
60000.0000
Posted
13 Jul 2017
Closes
12 Aug 2017
Contract Type
Permanent
Hours
Full Time

Senior Credit Risk Modeller - Predictive Analytics
London
Up to £60,000

Are you tired of the repetitive nature of your current role? Do you prefer your role to remain fresh with different challenges and varied projects? A top tier Financial Service is offering the opportunity for a Credit Risk Modeller to gain exposure to a variety of Products and Portfolios as well as the full breadth of retail Credit Risk Models. If you are seeking to grow your career and skillset in a hands-on role that won't get stale over time you may have just found the right role for you!

In addition, there is an industry leading benefits package and flexible working options up for grabs as well as near unrivalled internal progression prospects.

THE ROLE:

  • Develop Impairment, IRB, Stress Testing and Decision Models across a variety of retail credit products
  • Take end-to-end leadership on quantitative projects
  • Implement Credit Risk models efficiently
  • Provide strategy optimisation insights and recommendations
  • Engage with stakeholders to understand business issues and objectives and identify opportunities to improve models and model building processes

YOUR SKILLS AND EXPERIENCE:

  • Solid experience building Credit Risk Models using multivariate statistical techniques such as logistic
  • regression
  • Daily use of SAS
  • An ability to provide subject matter expertise on model building processes and techniques
  • A strong understanding of Basel II, IFRS9, Loan Loss Provisioning and Credit Risk rules, processes and
  • strategies


KEYWORDS:

Credit Risk Analytics, Credit Risk Models, Impairment, Capital, Basel, AIRB, Scorecards, Decision Science,
Stress Testing, SAL, SQL, PD, LGD, EAD, IFRS9, Logistic Regression, Decision Tree