Credit Risk Analyst - London, United Kingdom - eFinancialCareers

Tom O´Connor

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Tom O´Connor

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Description

Resposibilities:


  • Leading the development and maintenance of industry leading credit risk models
  • Supporting the bank's prudential requirements such as capital and impairment allocation, and capital optimisation
  • Lead the design of modelling solutions (model developments, calibrations, analytics etc.)

Requirements:


  • Prior experience working in a model development, impairment or validation role.
  • Competency with SAS/Python
  • Knowledge of IFRS9 or IRB regulations
For further information, please contact me on

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