Senior Analyst – Credit Risk Model Validation

arrow

London / £50000 - £75000 annum

INFO

Salary
SALARY:

£50000 - £75000

Location

LOCATION

London

Job Type
JOB TYPE

Permanent

Senior Model Validation Analyst
London or Remote within UK
Up to £75,000

Our client, a top-tier digital bank is looking for a Senior Credit Risk Analyst responsible for Model Validation to monitor, validate and stress test IFRS9 models and other credit risk models. There is huge scope for growth in this role with large-scale model development projects underway and the implementation of ML techniques into their model builds.

This is a great time to come in and play a crucial role in a scaling bank with ambitious plans to be the best and fastest-growing bank in the UK

THE ROLE:

  • Ownership over model validation of models across the bank including IFRS9, Decision models and Stress Testing across consumer and sme portfolios
  • Development of challenger models to contest and optimise existing models
  • Manage Risk models from a 2nd line perspective including ongoing management, maintenance and optimisation
  • Daily use of Python, SQL

SKILLS AND EXPERIENCE:

  • Graduated with a numerate degree
  • Must have model validation or development experience within Credit Risk or similar environment
  • Experience working on IFRS9 models is strongly preferred
  • Programming skills are required, ideally in Python but training can be provided if existing skills are R, SAS, SQL

THE BENEFITS:

  • Up to £75,000
  • Competitive benefits scheme
  • Role can be remote if 1-day per quarter in office at a minimum


KEYWORDS:

Credit Risk Analyst, Modelling, Validation, Monitor, Scorecards, SAS, SQL, Decision Science, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Default, Forecasting

CONTACT

Conor Larkin

Manager

SIMILAR
JOB RESULTS

4k-Harnham_DA copy
CAN’T FIND THE RIGHT OPPORTUNITY?

STILL
LOOKING?

If you can’t see what you’re looking for right now, send us your CV anyway – we’re always getting fresh new roles through the door.