Credit Risk Modeller

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London / £60000 - £80000 annum

INFO

Salary
SALARY:

£60000 - £80000

Location

LOCATION

London

Job Type
JOB TYPE

Permanent

Credit Risk Modeller

London

Hybrid

Up to £80,000

The Company

I am hiring for a market-leading credit consultancy who are looking to bring in an experienced regulatory modeller to maintain and enhance their client's credit models and systems.

The Role

What you will do as a Credit Risk Modeller:

  • Developing and implementing credit risk models (PD, LGD, and EAD models)
  • Analyse large datasets to extract meaningful insights to drive model development
  • Developing models working with other functions to meet regulatory requirements (IFRS9, IRB and Basel)
  • Communicating and presenting analysis and insights to senior stakeholders
  • Using SQL and Python daily to develop credit risk models for a range of clients within financial services

Requirements:

What you need to be successful as a Credit Risk Modeller:

  • Strong experience working within credit risk models
  • Experience with IFRS 9 and IRB
  • Strong experience developing credit models end-to-end
  • Strong experience using Python to develop models (SAS and SQL would be ideal as well)
  • Numeric degree from a top university

Benefits

Up to £80,000 + competitive bonus and benefits

HOW TO APPLY

Please register your interest by sending your CV to Sean Tunley via

CONTACT

Sean Tunley

Recruitment Consultant

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