Senior Credit Risk Modeler

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London / £45000 - £55000 annum

INFO

Salary
SALARY:

£45000 - £55000

Location

LOCATION

London

Job Type
JOB TYPE

Permanent

Senior Credit Risk Modeller
Nottingham (2 days per week)
Up to £55,000

Are you tired of the repetitive nature of your current role? Do you prefer your role to remain fresh with different challenges and varied projects? A fast-paced challenger bank is offering the opportunity for a Credit Risk Modeller to gain exposure to the full breadth of retail Credit Risk Models as well as broader credit risk strategy exposure. If you are seeking to grow your career and skillset in a hands-on role that won't get stale over time you may have just found the right role for you!

In addition, there is flexible working options and a friendly working environment and a fully remote set-up.


THE ROLE:

  • Develop Impairment, IRB, Stress Testing and Decision Models (Scorecards) using Python, SQL
  • Take end-to-end leadership on quantitative projects
  • Implement Credit Risk models efficiently
  • Provide strategy optimisation insights and recommendations
  • Engage with stakeholders to understand business issues and objectives and identify opportunities to improve models and model building processes


YOUR SKILLS AND EXPERIENCE:

  • Solid experience building or working with Credit Risk Models
  • IFRS9 or IRB experience is ideal
  • Experience using SAS or other programming languages
  • Strong numerate background
  • Solid communication skills

It would also be great if you had:

  • An ability to provide subject matter expertise on model building processes and techniques
  • A strong understanding of Scorecards, Basel II, IFRS9, Loan Loss Provisioning and Credit Risk rules, processes and strategies


THE BENEFITS:

  • Salary up to £55,000
  • Competitive benefits package
  • Flexible working
  • Growth track into leadership position within the business


HOW TO APPLY:

Email your CV or use the apply feature on this page


KEYWORDS:

Credit Risk Analytics, Credit Risk Models, Impairment, Capital, Basel, AIRB, Scorecards, Decision Science,
Stress Testing, SAL, SQL, PD, LGD, EAD, IFRS9, Logistic Regression, Decision Tree, ICAAP

CONTACT

Conor Larkin

Manager

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