Senior Credit Risk Modeller

Senior Credit Risk Modeller - Predictive Analytics
London
Up to £65,000

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 FS challenger is offering the opportunity for a Credit Risk Modeller to gain exposure to the full breadth of retail Credit Risk Models. 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 (including remote working x2) and a friendly working environment on offer as well as near unrivalled internal progression prospects.

THE ROLE:

• Develop Impairment, IRB, Stress Testing and Decision Models using SAS, SQL, Excel
• 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 Credit Risk Models using multivariate statistical techniques such as logistic regression
• Knowledge of Stress Testing or ICAAP
• Daily use of SAS

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 Basel II, IFRS9, Loan Loss Provisioning and Credit Risk rules, processes and strategies

THE BENEFITS:

• Salary structure up to £65,000
• 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