Modelling Analyst - Credit Risk

Recruiter
Harnham
Location
Edinburgh
Salary
35000.0000
Posted
13 Mar 2017
Closes
12 Apr 2017
Contract Type
Permanent
Hours
Full Time

Modelling Analyst - Credit Risk
Retail Banking
Edinburgh
Up to £40,000 plus a competitive benefits package

THE COMPANY:

This is a chance to join one of the UK's fastest growing retail banks. The Model Development team within the UK Risk Analytics unit is responsible for a number of functions such as the development and tracking of application and ongoing probability of default and loss models used to measure customer risk across all portfolios, along with providing insight into customer and portfolio trends to inform business decisions.

THE ROLE:

  • Development of risk models (PD, LGD, EAD) across retail and commercial portfolios employing relevant statistical techniques and software (SQL, SAS, Excel).
  • Monitor model performance and communicate findings to stakeholders.
  • Work with business stakeholders to integrate new models and ensure optimal returns for modelling.


YOUR SKILLS AND EXPERIENCE:

  • Proven ability to articulate and document technical concepts and analysis required for IRB model delivery.
  • Experience communicating complex material to a non-technical or senior management audience.
  • Strong problem solving ability and demonstrated delivery of innovative solutions using data and technology.
  • Experience in similar role developing parameter (PD, LGD, EAD) models, experience with commercial modelling & slotting would be a distinct advantage although not essential.
  • Ability to work independently and as part of a team.


HOW TO APPLY:

Please register your interest by sending your CV via the Apply link on this page.