Credit Risk Modelling Manager

Employer
Harnham Search and Selection Ltd
Location
Fleet Street, UK
Salary
Competitive
Closing date
14 Oct 2020

View more

Sector
Accountancy
Contract Type
Permanent
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Credit Risk Modelling Manager
London
Up to £65,000 + Benefits




An opportunity for a Credit Risk Modelling Specialist to join an established, growing challenger bank and own their Credit Risk Models. You'll still be fully hands on, leading a variety of modelling projects focusing on PD, LGD, EAD models, Stress Testing and Scorecards using SAS

THE COMPANY

An innovative, data-driven lender with a focused and fast paced environment. It's a less formal bank offering full autonomy and ownership over their predictive Credit Risk models.

THE ROLE
  • Develop and enhance Credit Risk models including Stress Test, IFRS9, Models, Scorecards etc using SAS
  • Developing challenger models to optimise model performance over time
  • Proactively work towards improving modelling, processes and methodologies including exploration of advanced modelling techniques
  • Manage relationships with internal and external stakeholders


YOUR SKILLS AND EXPERIENCE
  • Educated to a degree level in a numerate disciple as a minimum
  • Excellent mathematical skills
  • Strong experience in developing Credit Risk models including PD, LGD, EAD models, Scorecards, Stress Testing etc
  • Daily used or SAS or similar tools


THE BENEFITS
  • Up to £65,000
  • Generous bonus
  • Employer pension contribution up to 9%
  • Private health insurance
  • Life assurance
  • Gym discount, childcare vouchers etc


KEYWORDS:

Credit Risk Analytics, Credit Risk Modelling, Scorecards, IFRS9, AIRB, LGD, EAD, PD, Forecasting, Decision Science, Logistic Regression, SAS, SQL, R, Application Scorecard, Behavioral Scoring
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