Credit Risk Modeller - City, Birmingham, United Kingdom, B1
A Top Tier Investment Bank is recruiting for a Credit Risk Modeller to join their Basel III reform programme on a long term contracting basis.
The Credit Risk Modeller responsibilities include developing Credit Risk Modelling methodologies and standards, overseeing the development of Capital models and developing modelling best practices at a Global level.
The role of Credit Risk Modeller includes:
- Re-platforming data and data standardisation
- Working within the Basel III reform programme
- Hands on model development
- Based in Birmingham with flexible location
Successful Credit Risk Modellers need the following Experience and Capabilities:
- Extensive experience in developing PD, EAD, and LGD models for AIRB portfolios.
- Basel III regulatory knowledge.
- Technically strong in SAS and Excel.
- Good communication skills
- Previous work experience within Credit Risk Modelling in Retail banking.
If you are interested in this position, please send an updated CV or call (0), asking for Nefeli.
To find out more about Huxley, please visit
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales