Senior Credit Risk Analyst

12 Nov 2017
18 Nov 2017
Contract Type
Full Time

Senior Credit Risk Analyst

Job Description: As a Senior Credit Risk Analyst, you will enable the development and monitoring of innovative modelling, forecasting and analytical solutions for customers.

The Client: A major, global business that has been established for nearly 40 years.

This Client does not provide sponsorship.

Key Responsibilities:

  • Take the lead on allocated projects, plan and manage work, liaising with customers and the team to deliver those projects
  • Develop and maintain a range of credit risk models. For example, BASEL models of PD, EAD, and LGD, IFRS9 impairment models, forecasting models for stress testing and application and behavioural scorecards.
  • Develop and deliver a range of other modelling and analytics services to clients. E.g. reporting tools and ad-hoc queries.
  • To play an active role within the Business Intelligence analytical teams, including the development of new analytical products and services.
  • Work with the analytics manager(s) to train and mentor more junior members of staff.

Key Requirements:

  • Highly experienced in use of statistical and behavioural modelling techniques
  • Hands on experience in building a range of models such as scorecards, IRD, IFRS9 and forecasting models
  • Strong Credit risk knowledge and understanding.
  • Experience of working with lenders’ and Credit Reference Agency (CRA) data
  • Good communication and presentation skills both written and verbal.
  • Excellent knowledge and proven practical experience of SAS, SQL, Excel and VBA
  • Awareness of regulation and legislation relating to credit risk modelling. For example CRR, PS/CP/SS’s from the PRA and IFRS9; and how these relate to their work.
  • Experience of taking ownership, assessing client requirements and work independently to deliver quality solutions.
  • Excellent accuracy and attention to detail
  • Proven effective team player.