Credit Risk Analyst

Recruiter
Harnham
Location
Leeds
Salary
Up to £40000 per annum + Flexible Benefits
Posted
30 Nov 2017
Closes
04 Jan 2018
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

Credit Risk Modeller - Predictive Analytics
London
Up to £40,000

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 Credit Risk Modeller to gain exposure to a variety of Products and Portfolios as well as the full breadth of retail Credit Risk Models. 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 projects you may have just found the right role for you!

In addition, there is an industry leading benefits package and flexible working options up for grabs as well as near unrivalled internal progression prospects.

THE ROLE:

  • Develop Scorecards 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 £40,000
  • 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


This job was originally posted as www.totaljobs.com/job/77728666