Credit Risk Model Validation Analyst - Manchester, United Kingdom - Harnham - Data & Analytics Recruitment

Tom O´Connor

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Description

Model Validation Analyst

Manchester

£55,000 + Competitive Benefits
Our client is hiring for a Model Validation Analyst within their Quantitative Credit Risk team.

If you are looking for a role that will guarantee technical development in a challenging but rewarding environment this could be the role for you.


THE COMPANY:


Would you like to join a top financial services company offering unique career progression and a relaxed, collaborative working environment including flexible working.


THE ROLE:


  • Provide technical review and challenge all models across the bank (wholesale and retail)
  • Work on full breadth of models from IFRS9, A-IRB, stress testing, credit pricing, operational scorecards etc
  • Work across teams, overseeing the first line of defence
  • Advise on how models can be improved and processes can be optimised
  • Engage in stakeholder management acting as an important point of contact across different business lines

YOUR SKILLS AND EXPERIENCE:


  • Experience in a Credit Risk Model development or validation role is required
  • Knowledge of relevant regulations including IFRS9, IRB, IAS39 etc
  • Experience using SAS or SQL is essential (SAS preferred)
  • Analytical skill set with a numerate degree from an accredited University

THE BENEFITS:

- £55,000

  • Competitive Benefits
  • Established route to management and beyond
  • Unique opportunity for technical development and diversification of skills
  • Remote working

HOW TO APPLY:


KEYWORDS:

Credit Risk, Strategic Analysis, SAS, SQL, Finance, Portfolio Analysis, Portfolio Management, Credit Risk Models, IRB, PD, LGD EAD, Basel, Capital Models, Loss Forecasting, Scorecards

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