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Credit Risk Manager

Employer
Harnham
Location
UK
Salary
Competitive
Closing date
25 May 2022

View more

Sector
Technology & New Media
Contract Type
Permanent
Hours
Full Time
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Credit Risk Manager

London, hybrid working options

58,000 - 80,000 + Competitive Bonus & Benefits

The Company

Join a leading Tier 1 bank that is pushing boundaries in data, as well as changing the way flexible working works. This organisation invests in its employees in a way that many others don't, allowing you to choose your working pattern, giving you the flexibility, you need in order to thrive in this role. Over the last few years, the bank has continued to grow and build out its capabilities, allowing you to grow into the role and build out your own career within a stable environment!

The Role

In this role, you will join the model development team responsible for IRFS9, impairment models, and stress testing on provisioning models. You will be a vital member of this team, creating IFRS9 and impairment models from scratch using SAS. You will:
  • Work with the team to build credit stress testing models for PD, LGD, and EAD, creating forward looking elements and aspects.
  • Develop and maintain quantitative models for credit scenario analysis within the banks risk frameworks.
  • Provide stakeholders with advice and clarity on model use, model impact and model implementation, providing actionable MI on model performance

Key Skills and Requirements
  • Hands on coding skills with SAS
  • Experience with retail portfolios
  • Excellent quantitative and analytical ability

HOW TO APPLY

Interested? Please register your interest by submitting your CV directly by applying to this advert.
VAC - 92640LondonSalary:
58000 - 80000 per annum + Additional Benefits

  1. Job type
    Permanent
  2. Sector:
    AIRB Modelling

Amy TopcakanSourcing Consultant - UK
  • Corporate Accounts
Emailamytopcakan@harnham.com
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