Credit Risk Modelling Manager - London, United Kingdom - Harnham - Data & Analytics Recruitment

Harnham - Data & Analytics Recruitment

Verified Company

London, United Kingdom

1 week ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Credit Risk Modelling Manager

London, hybrid working

Up to £70,000 + Competitive Bonus & Benefits

The Company

Join one of the most reputable financial services consultancies in the UK, voted one of the best places to work, especially for working families This is a unique opportunity for you to work in one of the most profitable and progression-focused teams inthe business, taking a hold of your own career whilst also receiving first-class training from multiple technology providers partnered with the organisation.

The Role
You will be a vital member of the credit risk analytics team, managing projects end-to-end across the IFRS9 and/or IRB suite, helping to improve and further develop credit measurement capabilities

You will:

Use your expertise with SAS & SQL to support 1st line teams with the build of new models, and improving those existing, as well as supporting 2nd line oversight and model review functions.
Contribute to credit risk strategy, working with leadership to create a best practice across all areas.
Build strong PD, LGD, and EAD models that can be used as examples of modelling techniques and betspractices.

Key Skills & Requirements