Senior Credit Risk Analyst - Challenger bank - £45k + benefits

Recruiter
Aston Select
Location
Birmingham
Salary
35000.0000
Posted
08 Feb 2017
Closes
08 Mar 2017
Contract Type
Permanent
Hours
Full Time

A leading specialist challenger bank based in Birmingham are looking for a number of Credit Risk professionals to join their rapidly expanding team. You will be in the unique position of seeing the project through from start to finish, and will also have the opportunity to deliver analytics across our diverse credit product range.

What they are looking for in you:

  • You will need to be educated to degree level (or equivalent) with a minimum of a 2:1 in mathematics or statistics.
  • Proven experience in statistical modelling and analytics across the account life cycle.
  • Modelling experience using SPSS or SAS

Your responsibilities will include:

  • The development of Credit Risk Application and Behaviour Scorecards that will be used throughout the account lifecycle, from application stage through to collections
  • The development of PD models under the IRB and/or IFRS9 frameworks
  • Calculating and monitoring the PD model outputs to ensure stability of the framework, identifying adverse changes to be actioned
  • Producing in-depth documentation of the models and the production framework
  • Implementing the models into the live environment in a manner that is consistent with the development objectives
  • Creating and producing the required regular validation of the models
  • Ensuring the regular monitoring of the stability, integrity and effectiveness of the models, highlighting adverse changes and proposing remedial action plans
  • Timely production of the full suite of monitoring reports required for the Model Governance Committee
  • Ensuring data integrity, documentation, validation, stability and controls are in place for all data elements used within the modelling and live production of the model outputs
  • Supporting in the development and execution of the stress testing framework

If you are interested, please send over your CV ASAP so we can get you in front of the client.

I look forward to working with you!