Credit Risk Modelling Analyst - London, United Kingdom - Harnham

Harnham

Verified Company

London, United Kingdom

3 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Credit Risk Modelling Analyst

London, remote working options

Up to £70,000 + Competitive Bonus & Benefits

The Company

This is a unique opportunity to join one of the largest, most well-known, banks in the UK, joining their highly skilled credit risk modelling team.

You'll be given the chance to push boundaries and innovate within a company that will reward and recogniseyour expertise.

The bank has a good reputation for professional and personal development, ensuring employees progress in their career as well as individually; you'll join a highly skilled and talented team, responsible for Big Data and the running of IFRS9provisioning models.

The Role
As Credit Risk Modelling Analyst you will be part of the wider Credit Risk modelling team, with the opportunity to work on a variety of projects as well as running the IFRS9 provisioning models, developing forecasting models and completing profitabilitycalculations using SQL and SAS

You will:

Create, interpret and present analysis, using SQL & SAS, on credit projects that include profitability, bad rates, incremental sales calculations and regulatory work.
Run IFRS9 provisioning, such as PD, LGD, ECL, and lifetime calculations, model and improve modelling techniques.
Lead and support the online debt projects, innovating and automating where possible.

Key Skills & Requirements

Strong coding skills with SQL and SAS.
Strong knowledge and handson experience either validating, maintaining or analysing IFRS9 or Impairment models.
The ability to define and implement innovative solutions and decision system strategies and perform ongoing analysis to monitor this.

**HOW TO APPLY