Senior Modelling Analyst - PD, LGD

Recruiter
Harnham
Location
London, South East England
Salary
45000.0000
Posted
17 Jul 2017
Closes
16 Aug 2017
Contract Type
Permanent
Hours
Full Time

Senior Modelling Analyst - PD, LGD
Greater London
Up to £50,000 + benefits + bonus

This is a unique opportunity to join a new team within a FTSE 250 listed brand and develop PD, LGD and EAD models for a variety of diverse Credit Risk projects. This will be a diverse modelling role and you will be heavily involved in the development of business critical statistical credit risk PD, LGD and EAD models. If you want to work in a small vibrant team and have wider exposure to the business - this is the perfect step for you.

THE ROLE

You will be the lead modelling in the team and will be involved in:

  • SAS based business critical model development - Basel, IRB, scorecards
  • Support the development, implementation, monitoring, collaboration and stress testing of the models
  • Work with the wider risk function on various projects, utilising your strong knowledge to add value to wider strategic pieces of work
  • Mentoring a junior member of the team

YOUR SKILLS AND EXPERIENCE:

  • Educated to a degree level in a numerate discipline (Maths, Stats)
  • Proven experience in a Credit Risk modelling environment
  • Strong PD, LGD and EAD modelling work (ideally in a UK portfolio)
  • Strong SAS experience, comfortable leading the development of models and mentoring others in SAS
  • Evidence of consistency and progression in career to date

HOW TO APPLY

Submit your CV via the Apply Now button to send your CV to Ewan Dunbar at Harnham to hear about this, and similar opportunities.