Lead Credit Risk Modelling Analyst

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London / £90000 - £110000 annum

INFO

Salary
SALARY:

£90000 - £110000

Location

LOCATION

London

Job Type
JOB TYPE

Permanent

LEAD CREDIT RISK MODELLING CONSULTANT

UP TO £110,000

LONDON

This role does offer sponsorship.

This role is a core role within the company's growing modelling division. The team are responsible for market risk models, IRB, IFRS9, and impairment. You will gain exposure to all these models.

THE COMPANY

This company is a well-established and trusted bank providing a wide range of banking and financial services and is a global player.

THE ROLE

You will be doing the following daily:

  • Develop and document robust credit risk models, such as probability of default (PD), exposure at default (EAD), and loss given default (LGD), including challenger models using various modelling techniques, such as machine learning.
  • Evaluate models against internal standards and regulatory requirements to ensure compliance before submission to internal and external approvers.
  • Collaborate with stakeholders across various areas and disciplines, including business units, global risk, data analytics, model risk management (including validation), and internal and external audit, either directly or through relevant forums.

YOUR SKILLS AND EXPERIENCE

  • Experience with wholesale modelling experience, looking at PD, EAD, and LGD models focusing on IRB.
  • Previous model development experience.
  • Strong understanding of Regulation Requirements.
  • Python, SAS, SQL, and Excel skills.
  • Excellent written and verbal communication skills.
  • Strong numerical degree from a Russel Group University

THE BENEFITS

  • Up to £110,000 salary.
  • Generous pension contributions.
  • 27 days holiday + bank holidays.
  • Hybrid working.
  • + other additional benefits.

HOW TO APPLY

Please register your interest by sending your CV to Gaby Adamis via the Apply link on this page.

CONTACT

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