Senior Credit Risk Modeller - London, United Kingdom - Harnham - Data & Analytics Recruitment

Harnham - Data & Analytics Recruitment

Verified Company

London, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Senior Credit Risk Modeller

London (or Manchester)

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 growing challenger bank is offering the opportunity for a Credit Risk Modeller to gain exposure to a varietyof Products and Portfolios as well as the full breadth of retail Credit Risk Models.

If you are seeking to continuously grow your career and skill-set in a hands-on role that won't get stale over time with fresh challenges and projects you may have just foundthe right role for you

In addition, there is an industry leading benefits package and flexible working options up for grabs as well as near unrivalled internal progression prospects.

THE ROLE:

Develop Impairment, IRB, Stress Testing and Decision Models across a variety of retail credit products
Take endtoend 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

Daily use of SAS
A strong understanding of Basel II, IFRS9, Scorecards, Loss Forecasting and Credit Risk rules, processes and

- strategies

THE BENEFITS:

Up to £65,000
Extremely competitive benefits package
Opportunity to work with a growing brand
Work on a variety of models and prodcuts giving you a rich experience, fresh challenges and continued learning
Fin-Tech office environment with flexible working and modern office space

HOW TO APPLY:

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