Senior Credit Risk Modeller - SAS / SQL - Scoring

Recruiter
Harnham
Location
Edinburgh
Salary
44000.0000
Posted
18 Mar 2017
Closes
17 Apr 2017
Contract Type
Permanent
Hours
Full Time

Senior Risk Modeller - Scorecards - Flexible Hours
Edinburgh
£44,000 + Benefits

This is an opportunity for an experienced Credit Risk Modeller to gain exposure to a wide variety of products with a very reputable team of Credit Risk Analysts. Our client benefits from that rare blend of having the exceptional team of a major financial player whilst managing to foster a flexible management team. They are very open to having you work multiple days a week from home if desired. There is also a fluidity that offers an opportunity to change focus within roles, giving you the opportunity to pivot and explore different projects and portfolios if you so wish.

THE ROLE:

  • Build and maintain Scorecards and IRB models in line with Basel II regulations (LGD, PD, EAD)
  • Perform analysis on multiple Credit Risk portfolios, making recommendations and optimisation analysis
  • Implement Scorecards and other Credit Risk and Fraud models

SKILLS AND EXPERIENCE:

  • Experience in a Credit Risk analytical role required
  • IRB Modelling experience required (PD, LGD, EAD models)
  • Programming in SAS, SQL or R required

THE BENEFITS:

  • Up to £44,000
  • Competitive and flexible benefits
  • Flexible working hours is encouraged
  • Exposure to a wide variety of products and portfolios with an opportunity to pivot and explore different areas
  • Impressive office complex with gym, creche, and shopping court on site

KEY WORDS:

Credit Risk Analyst, Modeller, Basel II, IRB, PD, LGD, EAD, Scorecards, SAS, SQL, R, Forecasting, Application, Behavioural