Senior Credit Risk Modeller - Finance/Risk

Recruiter
RZ
Location
Solihull
Salary
£50000.00 - £70000.00 pa
Posted
10 Nov 2017
Closes
16 Nov 2017
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

Senior Credit Risk Modeller - Finance/Risk
Solihull based
Up to £70,000

The RZ Group are working on behalf of a Financial Services client who are looking to recruit a Senior Credit Risk Modeller who will join the Analytical Development team within their Finance division. If you have any prior experience of modelling within a mortgage environment (buy-to-let, residential and second charge) then that would be highly beneficial.

The key responsibilities include:
* Producing in-depth documentation of the models to meet the required regulatory standards and input into governance framework to obtain committee sign-off
* Presentation of models and outputs to internal governance committees for approval and sign off
* Implementing the models into the live environment in a manner that is consistent with the development objectives, ensuring accuracy and timeliness of the calculation of the outputs
* Calculating and monitoring the model outputs to ensure stability of the framework, identifying adverse changes to be actioned

Necessary skills include:
* In-depth knowledge and understanding of general statistical modelling
* Some knowledge of the IRB modelling regulations (there will be opportunity to further develop this knowledge)
* Modelling experience using SPSS, SAS or SQL

In return my client is willing to offer a starting salary between £50,000 - £70,000 dependent upon experience. Do not hesitate and click apply now or ring ************ and ask for Stephen Lynch for more information.

Recruitment Zone acting as an employment agency in regard to this advert.


This job was originally posted as www.jobsite.co.uk/job/959505324