Lead IFRS9 Modelling Consultant

Recruiter
Harnham Search & Selection
Location
London (Greater)
Posted
11 Sep 2018
Closes
18 Sep 2018
Contract Type
Permanent
Hours
Full Time
Lead IFRS9 Modelling Consultant

London (with travel)

Up to £85,000

Want to join a global consultancy business? Fancy working in a progressive environment, using predictive modelling and machine learning techniques to solve problems for big banks, challengers and fintech?

Own end to end model development projects in the Credit Risk Analytics space. Current projects revolve around IRB Modelling and PD, LGD and EAD models using SAS, SQL, R etc. Youll work across retail credit and wholesale products and lead a team for regulatory Credit Risk modelling projects.


THE COMPANY

A major consultancy at the cutting edge of analytics in the Credit Risk space. If you are looking for CV impact, exposure to major banking clients and a chance to propel your career forward then this is the role for you! .


THE ROLE

Provide Data and Analytics consultancy services through the use of SAS, SQL, R, Python and similar tools
Develop Modelling and Analytics solutions in the Credit Risk and Econometric space (particularly IFRS9, AIRB, Stress Testing, ICAAP etc)
Develop PD, LGD and EAD models for major banking clients
Proposing new areas of growth and contribute to strategy for the wider team and business


YOUR SKILLS AND EXPERIENCE

Excellent academic background including a numerate degree from an accredit university
Advanced skills in SAS, SQL, R, Access, Excel, Python or similar
Strong knowledge of the Financial Services industry
An expert int the regulatory Credit Risk model development or validation space (PD, LGD, EAD models)
Understanding of retail credit products (loans, mortgages, cards etc) and corporate and commercial banking


THE BENEFITS:

£60,000 £85,000
Competitive benefits
Opportunity to work with a prestigious consultancy firm (huge CV impact)
Career Progression



KEYWORDS:

Credit Risk, Graduate, SAS, Modelling, Scorecards, Basel II, IRB, PD, LGD, EAD, Portfolio Management, Strategy,
Strategy, ICAAP, Stress testing, Financial Services Advertised through Zoek 854ade618eec448895e8dda89fb2f7303

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