Credit Risk Modelling Consultant - Leeds, United Kingdom - Harnham
Description
Credit Risk Consultant
Leeds
£40,000 - £60,000
A varied role focusing mostly on Credit Risk Model development in the retail, wholesale and commercial banking space.
Use SAS, R, Python to develop regulatory models with a focus on PD, LGD, EAD (for IFRS9 and IRB) as well as Stress testing.
Work with avariety of banking clients, manage client relationships and provide hands-on Credit Risk Modelling and Strategy solutions in a fast-paced, data driven environment.
THE COMPANY:
A fast-growing consultancy who have come to dominate the Credit Risk Analytics space. Due to increased demand for their high-grade Credit Risk Modelling and Strategy services across the retail lending space.
THE ROLE:
- Development of Credit Risk Models (using SAS, Python, R) for a wide a clients (banks, telecomms, fintechs etc)
- Development, optimisation and validation of PD, LGD, EAD models for IFRS9 and IRB purposes
- Deliver own analysis and modelling projects and work with others in the team to deliver larger projects as required
- Provide advisory service to clients on Credit Risk and Regulatory issues as well as Analytical and Modelling approaches
YOUR SKILLS AND EXPERIENCE:
- Experience developing Credit Risk Models using SAS, Python or R
- Experience developing Credit Risk Strategy or Analytical projects within the lending space
- Experience developing PD, LGD, EAD models
- Numerate degree from a recognised university
- Strong communication skills and ability to communicate to nontechnical audiences
BENEFITS
- Training and development courses in Machine Learning and Data Science
- Varied role lends itself to progression
- Exposure to a variety of businesses and stakeholders
- From scratch model development
- Explore machine learning techniques
- Competitive benefits package
KEYWORDS:
Credit Risk, SAS, Modelling, Scorecards, Basel II, IRB, PD, LGD, EAD, Portfolio Management, Strategy, Collections Strategy, ICAAP, Stress testing, IFRS9, Pillar 2, CESM, TRIM
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