Senior Credit Risk Modeller - SAS/SQL

Recruiter
Harnham
Location
London
Salary
60000.0000
Posted
16 Apr 2017
Closes
16 May 2017
Contract Type
Permanent
Hours
Full Time

Senior Credit Risk Modeller - SAS/SQL - Industry Leaders
London
£60,000 + Competitive Benefits

A major bank in London is seeking an experienced Credit Risk Modeller to join a top analytical team leading the way in terms od Decision Science and Credit Risk Modelling. With an established route to management, this is a fantastic opportunity for a capable Credit Risk Modeller to progress their career. The company have ambitious plans for growth and are looking for a Decision Scientist that will help drive the business forward.

THE ROLE:

  • Opportunity to develop Scorecards and IRB models across a range of retail credit products
  • Analyse current strategies and work proactively to make cut-off adjustments
  • Work with stakeholders to improve model use and strategies
  • Think creatively to improve team Scorecard development efficiency


SKILLS AND EXPERIENCE:

  • Experience developing Scorecards, IRB or Capital and Impairment Models in a Credit Risk team is essential
  • Experience maintaining and monitoring Credit Risk Models is required
  • Strong SAS or SQL skills are highly desirable; programming experience in R or Python may compensate for lack of SAS and SQL
  • Highly numerate degree required

THE BENEFITS:

  • £60,000
  • Competitive Benefits
  • Join an industry leading team renowned for producing experts in Credit Risk Analytics
  • Amazing office space


KEY WORDS:

Credit Risk, Analyst, Scorecards, Application, Behavioural, Model, SAS, SQL, IRB, PD, EAD, LGD, Capital and Impairment