Credit Risk Modelling Manager
Risk Modelling Manager - IRB - SAS
Up to £75,000 including package
Are you looking for a new challenge and more senior challenge? This hands on Risk Modelling Manager position offers you the opportunity to keep using your SAS skills in the design, build, implementation and post-implementation review of PD, EAD and LGD models partnered with the responsibility of managing 2 analysts.
This is your opportunity to work for a highly reputable FTSE 250 listed Financial Service who are looking to become IRB compliant.
DAY TO DAY RESPONSIBILITIES
As the Risk Modelling Manager, you will have a leading role in the design, development and implementation of IRB modelling projects. You will provide insight for the develop and provision of analytics through your scope, design, build and implementation of PD, EAD and LGD models for their commercial banking portfolios.
WHAT IS REQUIRED FROM YOU
Practical experience in the building of IRB Credit Risk Models
Excellent SAS and SQL skills
A good communicator, this is essential in discussing of complex analytical ideas with non-technical colleagues
High level of analytical and technical skill
Ability to identify issues and trends from data and create analytical solutions
You should expect to earn up to £75,000 plus competitive benefits package.
HOW TO APPLY?
Please register your interest by sending your CV via the Apply link on this page.
Credit Risk - Credit Risk Analyst - SAS - SQL - PD - EAD - LGD - Probability of Default - Loss Given Default - Exposure at Default - modelling - Risk Manager - Credit Risk Manager - IRB - AIRB - IFRS9 - Basel
This job was originally posted as www.totaljobs.com/job/77712730