Credit Risk Model Developer - IRB

Stockholm
650000kr - 800000kr per annum + industry leading bonus

Credit Risk Model Developer - IRB
Stockholm
Up to 800,000 SEK plus a competitive benefits package

Are you a Credit Risk Modelling Analyst with an interest in Capital and Impairment? This role offers you the opportunity to be responsible for the development of models which will be used within the companies' UK portfolios. These models will be used within the business to forecast Impairment Charge and as well as developing the models, you will be responsible for the supporting of model implementation and their use.

THE COMPANY

This is your opportunity to work for one of the world's leading Financial Services who engage with personal banking, Credit Cards, corporate and investment banking as well as wealth management.

DAY TO DAY RESPONSIBILITIES

  • Development of Impairment, PD, EAD and LGD models.
  • Provide business with insights and recommendations in order to improve strategy.
  • Constantly identify new ways to improve the models and processes.
  • Lead modelling projects from end-to-end.
  • Identify and use cutting edge technologies to develop best in class decision tools.
  • Stakeholder Management.

WHAT IS REQUIRED FROM YOU

  • Knowledge of Data Analysis, theory and Multivariate Statistical techniques.
  • A degree or equivalent in Statistics, Mathematics or a related area.
  • Track record in building predictive models whilst using SAS.
  • Fully understanding of Credit Risk Processes and Strategies
  • Ability to lead a team.

BENEFITS

You can expect to earn up to 800,000 SEK plus a competitive benefits package.

HOW TO APPLY

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

KEYWORDS

Credit Risk - Modelling - Model - Analyst - SAS - PD - EAD - LGD - Probabilty of Default - Exposure at Default - Loss Given Default - Strategy - Capital - Impairment - Forecasting

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15426/ED
Stockholm
650000kr - 800000kr per annum + industry leading bonus
  1. Permanent
  2. AIRB Modelling

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