Senior Manager Credit Risk Analytics- SAS-PD/LGDModelling-70K

Recruiter
Nigel Frank Churchill Frank
Location
Staines
Posted
11 Nov 2017
Closes
10 Dec 2017
Contract Type
Permanent
Hours
Full Time
Responsibilities Leading analytical projects within credit risk including cash and loss forecasting, IFRS9. Development and validation of risk models to be used in client decisioning, including application scorecards. Working closely with senior management to assist with formulation of departmental strategies Representing Credit Risk Analytics to aid product selection lifecycle and in a project delivery capacity Designing, developing and validating risk models and processes, using SAS, Excel etc. Working with treasury and securitisation teams to develop seamless integrated models Conducting research on innovative risk modelling approaches and techniques. Understanding internal and external data, infrastructure and reporting requirements and coordinating these with effective analytical solutions. Scaling next generation risk models for the planned market expansion - provided by Dice CREDIT RISK, SAS, SECURITISATION, VALIDATION