Lead Credit Risk Modellers - London, United Kingdom,
An expanding European bank has an opportunity for a Senior Credit Risk Modelling Expert to join their London (Mayfair) office.
You'll be responsible for the design and development of all components of credit risk models inclusive of; Acquisition, Behavioural, Impairment and Capital models as core disciplines.
- Creativity and initiative to support more bespoke group wide general modelling projects as the necessity arises harnessing core techniques.
- Associated documentation meeting best in class standards for internal and external addressees.
- Simple and transparent communication and coordination with internal departments and key stakeholders.
- Utilise progressive techniques such as machine learning algorithms and big data as appropriate.
- Ad hoc analysis to help manage retail credit risk initiatives.
- Several years of professional experience building credit risk models and comprehensive associated documentation.
- Quantitative university education (mathematics, statistics, physics or other analytically / methodologically oriented Areas of expertise)
- Strong experience in using SAS as a primary tool and in-depth knowledge of MS Office and SQL.
- R, Python and other languages are advantageous but not the primary tool required.
- Knowledge of bank-specific regulations (IFRS9/Basel II/III) is an advantage.
- Commitment, structured and analytical way of working.
- An ability to communicate complex techniques in a way that is understandable by non-modelling experts.
- Understand the detail of the core modelling techniques we use as opposed to running in built modelling packages.
- Be able to demonstrate an entrepreneurial, inquisitive and commercial approach to modelling problems