Credit Risk IFRS9 Modelling Analyst - SAS

Recruiter
Harnham
Location
London
Salary
40000.0000
Posted
18 May 2017
Closes
17 Jun 2017
Contract Type
Permanent
Hours
Full Time

Credit Risk IFRS9 Modelling and Analytics - SAS
London
£40,000 + Competitive Benefits

This is a great opportunity to join an established yet growing bank as an IFRS9 Credit Risk Analyst in a role that will provide unrivalled growth opportunities. This is a chance to be involved in a huge variation of responsibilities including Credit Risk modelling, analysis, strategy input and the management of stakeholders. This role truly provides experience and exposure through the full Credit Risk life-cycle.

THE COMPANY:

One of the UK's leading retail financial service providers is looking for a Credit Risk Analyst to support the delivery of their IFRS9 compliance program. This bank has experienced impressive growth whilst staying true to their 'local bank' values as an important business for the community - providing customised lending and wealth management services to local customers and small businesses they truly know and value.

THE ROLE:

  • Support the design, development, implementation and delivery of the entire IFRS9 project
  • Support the development of IFRS9 compliant PD, LGD, EAD models, owning specific points of activity along the design, development and review of models
  • Analyse processes to ensure activities and processes are efficient and play key role in recommendations and improvements
  • Perform Credit Risk analysis to drive improvements in IFRS9 compliance and strategies
  • Report to stakeholders and share ideas and feedback across teams

SKILLS AND EXPERIENCE:

  • Experience developing Credit Risk models for retail banking products
  • Experience with SAS essential; other programs are beneficial (e.g. R)
  • High level of numeracy with mathematical degree
  • Experience working with data-sets in the support of model development - preferably in risk or credit risk
  • Strong and effective communication skills required. Ability to communicate effectively with stakeholders, management, and teams as well as guide, train, and mentor junior analysts.

BENEFITS:

Up to £40,000 Salary
Competitive benefits

KEYWORDS:

Credit Risk Modelling, IFRS9, Capital, Impairment, Forecasting, Scorecards, Credit Risk Analysis, PD, LGD, EAD, SAS, R