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Senior Credit Risk Modeller - London, United Kingdom,

£45-65k

Senior Credit Risk Modeller - Predictive Analytics
London
Up to £65,000

Are you tired of the repetitive nature of your current role? Do you prefer your role to remain fresh with different challenges and varied projects? A fast paced FS challenger is offering the opportunity for a Credit Risk Modeller to gain exposure to the full breadth of retail Credit Risk Models. If you are seeking to grow your career and skillset in a hands-on role that won't get stale over time you may have just found the right role for you!

In addition, there is flexible working options (including remote working x2) and a friendly working environment on offer as well as near unrivalled internal progression prospects.


THE ROLE:

  • Develop Impairment, IRB, Stress Testing and Decision Models using SAS, SQL, Excel
  • Take end-to-end leadership on quantitative projects
  • Implement Credit Risk models efficiently
  • Provide strategy optimisation insights and recommendations
  • Engage with stakeholders to understand business issues and objectives and identify opportunities to improve models and model building processes


YOUR SKILLS AND EXPERIENCE:

  • Solid experience building Credit Risk Models using multivariate statistical techniques such as logistic regression
  • Knowledge of Stress Testing or ICAAP
  • Daily use of SAS

It would also be great if you had:

  • An ability to provide subject matter expertise on model building processes and techniques
  • A strong understanding of Basel II, IFRS9, Loan Loss Provisioning and Credit Risk rules, processes and strategies


THE BENEFITS:

  • Salary structure up to £65,000
  • Competitive benefits package
  • Flexible working
  • Growth track into leadership position within the business


HOW TO APPLY:

Email your CV or use the apply feature on this page


KEYWORDS:

Credit Risk Analytics, Credit Risk Models, Impairment, Capital, Basel, AIRB, Scorecards, Decision Science,
Stress Testing, SAL, SQL, PD, LGD, EAD, IFRS9, Logistic Regression, Decision Tree, ICAAP