Credit Risk Analyst - Predictive Models

Recruiter
Harnham Search And Selection Limited
Location
London (Greater)
Salary
£70k pa + Flexible Benefits
Posted
12 Nov 2017
Closes
16 Nov 2017
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
Senior Credit Risk Modeller - Predictive Analytics
London
Up to £60,000

Are you tired of the repetitive nature of your current role? Do you prefer your role to remain fresh with different challenges and varied projects? A growing challenger bank is offering the opportunity for a Senior Credit Risk Modeller to lead the delivery of Retail Credit Risk Models for a variety of Products and Portfolios. If you are seeking to continuously grow your career and skill-set in a hands-on role that won't get stale over time with fresh challenges and true ownership you may have just found the right role you've been waiting for.

There is also an industry leading benefits package and flexible working options up for grabs as well as near unrivalled internal progression prospects.

THE ROLE:

* Develop Impairment, IRB, Stress Testing and Decision Models across a variety of retail credit products
* Take end-to-end leadership on quantitative projects
* Implement Credit Risk models efficiently
* Provide strategy optimisation insights and recommendations
* Engage with stakeholders to understand business issues and objectives and identify opportunities to improve models and model building processes

YOUR SKILLS AND EXPERIENCE:

* Solid experience building Credit Risk Models using multivariate statistical techniques such as logistic
* regression
* Daily use of SAS
* An ability to provide subject matter expertise on model building processes and techniques
* A strong understanding of Basel II, IFRS9, Scorecards, Loss Forecasting and Credit Risk rules, processes and
* strategies

THE BENEFITS:

* Up to £70,000
* Extremely competitive benefits package
* Opportunity to work with a growing brand
* Work on a variety of models and products giving you a rich experience, fresh challenges and continued learning
* Fin-Tech office environment with flexible working and modern office space

HOW TO APPLY:

Email your CV or use the apply feature on this page

KEYWORDS:

Credit Risk Analytics, Credit Risk Models, Impairment, Capital, Basel, AIRB, Scorecards, Decision Science,
Stress Testing, SAL, SQL, PD, LGD, EAD, IFRS9, Logistic Regression, Decision Tree