Credit Risk Consultant

Recruiter
Harnham
Location
Leeds, UK
Salary
Competitive
Posted
04 Oct 2019
Closes
18 Oct 2019
Ref
1270296315
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
Credit Risk Consultant
Leeds
£50,000

A varied role focusing mostly on Credit Risk Model development in the retail banking space. Use SAS, SQL (and open-source tech) to develop regulatory models with a focus on PD, LGD, EAD (for IFRS9 and IRB) as well as ICAAP and Stress testing. Work with a variety of clients from the leading banks to exciting challengers to emerging fin-techs. Manage client relationships and provide Credit Risk Modelling and Strategy solutions in a fast-paced, data driven environment.

THE COMPANY:

A fast-growing consultancy who have come to dominate the Credit Risk Analytics space. Due to increased demand for their high-grade Credit Risk Modelling and Strategy services across the retail lending space.

THE ROLE:
  • Development of Credit Risk Models (using SAS, SQL) for a wide a clients (banks, telecomms, fin-techs etc)
  • Deliver own analysis and modelling projects and work with others in the team to deliver larger projects as required
  • Provide advisory service to clients on Credit Risk and Regulatory issues as well as Analytical and Modelling approaches
  • Model validation including review and optimisation
  • Evaluate developments and develop new areas of specialism to take to the market

YOUR SKILLS AND EXPERIENCE:
  • Experience developing Credit Risk Models using SAS or similar tools
  • Knowledge of PD, LGD, EAD models or ICAAP and stress testing (or related Credit Risk models and regulations such as TRIM, CECL, Pillar 2)
  • Numerate degree from a recognised university
  • Strong communication skills and ability to communicate to non-technical audiences

BENEFITS
  • Training and development courses
  • Varied role lends itself to progression
  • Exposure to a variety of businesses and stakeholders
  • From scratch model development
  • Explore machine learning techniques
  • £55,000 + Benefits

KEYWORDS:

Credit Risk, SAS, Modelling, Scorecards, Basel II, IRB, PD, LGD, EAD, Portfolio Management, Strategy, Collections Strategy, ICAAP, Stress testing, IFRS9, Pillar 2, CESM, TRIM

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