Credit Risk Analyst

Recruiter
Harnham
Location
London (Greater)
Salary
Up to £75000 per annum + Competitive Benefits
Posted
30 Nov 2017
Closes
03 Jan 2018
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

Lead Credit Risk Analyst - Credit Risk Models - SAS
London
£75,000

This is a fantastic opportunity that will suit a self-starter with extensive Credit Risk Modelling experience, preferably around IRB models or Scorecards or both. This is the chance to manage Credit Risk Model development projects from end to end in a hands on role where you will also be building models and mentoring junior candidates. If you have proven experience of building and maintaining Risk Scorecards and PD, LGD or EAD models throughout your career and are looking for a chance to be part of something that offers you true ownership and strategy, this is worth exploring further.

THE ROLE:

  • Full ownership over the end to end development of Scoring and Capital (PD, LGD, EAD) models
  • Contribute to the strategy optimisation, strategic analytics and portfolio management functions
  • Mentor analysts in Credit Risk Model development, implementation and optimisation
  • Act as SME within the business for Basel Models and Scorecard development
  • Extensive stakeholder engagement in a flat structured environment with daily Director exposure
  • Think creatively to improve team Scorecard and Basel Model development efficiency

SKILLS AND EXPERIENCE:

  • Credit Risk Scorecard or PD, LGD and EAD Model development is essential
  • Experience using SAS on a daily basis is essential
  • Highly numerate degree from an accredited University
  • Masters or PhD preferred

THE BENEFITS:

  • Flexible Salary structure up to £75,000
  • Competitive benefits package
  • Flexible working

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, Probability of Default, Exposure of Default, Loss Given Default


This job was originally posted as www.totaljobs.com/job/77748210