Credit Risk Modelling Analyst - City, London, United Kingdom, EC1A2
A well-established and globally recognised business that focuses on providing an exceptional banking experience for customers. Now looking to expand the Credit Risk Modelling team with 5 Modellers to support the company on projects across various areas and portfolios.
This Client does not provide sponsorship.
Key Responsibilities of the Credit Risk Modelling Analyst:
- Designing, building and integration of a variety models (AIRB, IFRS9, predictive, etc.)
- Offer insight and make recommendations relating to credit risk models, including policies, frameworks, processes, systems, etc.
- Support managers with analysis of MI and oversight in model development and performance
- Monitor model performance and perform accurate risk assessment and stress/scenario testing
- Produce model documentation to support independent model validation
- Develop model monitoring suite
- Build strong relationships with colleagues, management, etc.
Ideal knowledge and experience for the Credit Risk Modelling Analyst role:
- Strong academic background
- Experience within the retail banking sector
- Any exposure to models - building, developing, validating, reporting, etc.
- AIRB / IFRS9 would be beneficial
- Excellent SAS or SQL knowledge and Microsoft Office skills
- Good stakeholder management and communication skills