PD/LGD Modelling Specialist - SAS

Recruiter
Harnham
Location
London
Salary
40000.0000
Posted
19 Mar 2017
Closes
18 Apr 2017
Contract Type
Permanent
Hours
Full Time

PD/LGD Modelling Specialist
London
Up to £50,000 plus competitive benefits package

Interested in a Credit Risk Modelling position within a large financial service where you will have responsibilities within a number of Credit Risk areas including IFRS9? This role will involve you using your SAS skills in being called upon to provide judgement on analytical and data solutions, provide drive and influence as well as be responsible for the execution of any models you and your team produce.

WHO WILL YOU BE WORKING FOR

You will be working for an international financial services provider who is engaged within personal banking, credit cards as well as corporate and investment banking and wealth management.

DAY TO DAY RESPONSIBILITIES

Your key accountability's working as a Credit Risk Modeller will be to apply advanced statistical or technical methods in the development of Scorecards, Basel Models, Provisioning and Forecasting Models and be aware of IFRS9 requirements for all developments. On top of this it will be really important that you show initiative when overcoming challenges and you will be required to pro-actively suggest solutions and improvements.

You will be required to communicate outputs of analysis clearly with other team members and business contacts and be recognised as the expert in forecasting with an appreciation of other areas of Credit Risk.

WHAT IS REQUIRED FROM YOU

  • Undergraduate degree in a highly analytical discipline
  • Experience of forecasting and modelling within a Credit Risk environment
  • Proven ability to work well within a team, using your own initiative instead of the need for supervision
  • Knowledge of IFRS9 is desirable
  • Practical experience is the use of SAS

BENEFITS

You should expect to earn up to £50,000 plus a competitive benefits package

HOW TO APPLY

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

KEYWORDS

Credit Risk - Credit Risk Modelling - SAS - forecasting - modelling - financial services - Banking - IFRS9 - IFRS 9 - SAS - models - Credit Risk Models - PD - LGD - EAD - Probabilty at Default - Loss Given Default - Exposure at Default - Basel Modelling - Basel Model - Provisioning - Forecasting