Senior Credit Risk Analyst - Model Validation - SAS

Recruiter
Harnham
Location
London
Salary
£58000 per annum + Competitive Benefits
Posted
14 Jul 2017
Closes
13 Aug 2017
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
Senior Credit Risk Analyst - Model Validation - PD / Scorecards
London
£58,000

Our client is looking for a Credit Risk Analyst responsible for Model Validation to monitor and validate IRB models and Scorecards for a successful Challenger Bank. The set up of the team will offer you exposure to senior level management and as such offers great exposure and learning opportunities. There is huge scope for growth in this role with plans to build Internal Ratings Based Models and Forecasting Models from scratch in the woodwork. This is a great time to come in and play a crucial role in the Credit Risk function that has exciting plans in the pipeline.

THE COMPANY:

Our client is a leading challenger bank targeting continued growth in retail banking services. The role offers
exposure and interaction with director level established routes to management and as such is a
fantastic opportunity to progress your career to the next level in a hands-on, fast moving role.

THE ROLE:

* Monitor and develop Scorecard and IRB models
* Support management of leading retail banking portfolio
* Contribute to the strategy optimisation, strategic analytics, and portfolio management functions

SKILLS AND EXPERIENCE:

* Graduated with a numerate degree
* Must have model validation experience within Credit Risk or similar environment
* Scorecard and/or IRB model validation preferred
* Scorecard builders preferred

THE BENEFITS:

Up to £60,000
Competitive benefits scheme

KEYWORDS:

Credit Risk Analyst, Modelling, Validation, Monitor, Scorecards, SAS, SQL, Decision Science, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Default, Forecasting