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Credit Risk Modelling Analyst - London, United Kingdom,

£34-40k

Credit Risk Modelling Analyst
London
£34,000 - £40,000

Working with one of the biggest challenger banks, this role will be responsible for supporting the risk modelling team to develop an IRB framework and re-calibrate existing IFRS9 models.

THE COMPANY

A FTSE 250 company with extremely bright prospects. Specialising in lending and savings, they have shown steady growth to add to their rich heritage. They can offer a great learning experience working in an innovative and fresh environment.

THE ROLE

  • Building predictive models for Basel II compliance
  • Work with SAS to build and improve a full range of IRB models
  • Lead and build out PD, LGD and EAD
  • Apply advanced statistical techniques in the development of models
  • Pro-actively suggest solutions to challenges in the team, keeping in mind IFRS9 requirements

YOUR SKILLS & EXPERIENCE

  • Educated to a degree level in a Statistical or Quantitative discipline
  • Strong SAS programming experience. Exposure to R is advantageous
  • Prior experience developing application or behavioural scorecards
  • Ability to manipulate a wide variety of data
  • Experience implementing IRB frameworks and managing existing IFRS9 models

BENEFITS

Up to £40,000
Comprehensive benefits package
Exposure to an exciting challenge building a full suite of AIRB models
Extensive training programme

HOW TO APPLY

Please register your interest by sending your CV to Rosalind Madge via the Apply link on this page