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Credit Risk Modelling Consultant

Employer
Harnham
Location
UK
Salary
Competitive
Closing date
28 Sep 2021

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Sector
Accountancy
Contract Type
Permanent
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Credit Risk Consultant
London
£40,000 - £70,000

A varied role focusing mostly on Credit Risk Model development in the retail, wholesale and commercial banking space. Use SAS, R, Python to develop regulatory models with a focus on PD, LGD, EAD (for IFRS9 and IRB) as well as Stress testing. Work with a variety of banking clients, manage client relationships and provide hands-on 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, Python, R) for a wide a clients (banks, telecoms, fin-techs etc)
  • Development, optimisation and validation of PD, LGD, EAD models for IFRS9 and IRB purposes
  • 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

YOUR SKILLS AND EXPERIENCE:
  • Experience developing Credit Risk Models using SAS, Python or R
  • Experience developing Credit Risk Strategy or Analytical projects within the lending space
  • Experience developing PD, LGD, EAD models
  • 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
  • Competitive benefits package

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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