Credit Risk Modelling Analyst

Recruiter
Aspire Data Recruitment
Location
London (Central)
Posted
17 Feb 2019
Closes
13 Mar 2019
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
Credit Risk Modelling Analyst
London
£50,000 - £70,000

An expanding European bank has an opportunity for a Credit Risk Modelling Analyst to join their London (Mayfair) office.

You’ll be responsible for the design and development of all components of credit risk models inclusive of; Acquisition, Behavioural, Impairment and Capital models as core disciplines.
  • Creativity and initiative to support more bespoke group wide general modelling projects as the necessity arises harnessing core techniques.
  • Associated documentation meeting best in class standards for internal and external addressees.
  • Simple and transparent communication and coordination with internal departments and key stakeholders.
  • Utilise progressive techniques such as machine learning algorithms and big data as appropriate.
  • Ad hoc analysis to help manage retail credit risk initiatives.
Profile
  • 2 years + experience building credit risk models and comprehensive associated documentation.
  • Quantitative university education (mathematics, statistics, physics or other analytically / methodologically oriented Areas of expertise)
  • Strong experience in using SAS as a primary tool and in-depth knowledge of MS Office and SQL.
  • R, Python and other languages are advantageous but not the primary tool required.
  • Commitment, structured and analytical way of working.
  • An ability to communicate complex techniques in a way that is understandable by non-modelling experts.
  • Understand the detail of the core modelling techniques we use as opposed to running in built modelling packages.


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