Credit Risk Modelling Analyst
- Employer
- Harnham
- Location
- Edinburgh City Centre, UK
- Salary
- Competitive
- Closing date
- Feb 20, 2019
View more
- Job Role
- Business Analyst
- Sector
- Finance
- Contract Type
- Permanent
- Hours
- Full Time
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Credit Risk Modelling Analyst Up to £50,000 benefits bonus Edinburgh I am currently involved in the build out of a small Decision Science team with one of the most exciting brands in Financial Services. If you have strong SAS and want to bring your experience to a smaller commercial environment where you will be able to have a tangible impact on the success of the business. THE ROLE As part of a developing Decision Science team, you will be a key player in the development of PD, EAD and LGD models in SAS. On top of that, you will be developing models that focus on wider consumer behaviour and will be actively encouraged to find new and inventive ways of answering questions using data. This is, therefore, the perfect opportunity for an Analyst or a Senior Analyst that fancies more than just traditional decision science and potentially wants to make a move into a more data science focused position. YOUR SKILLS AND EXPERIENCE: The successful candidate will likely have the following skills and experience: Strong modelling skills utilising SAS Previous experience developing PD, LGD, or EAD models Proven stakeholder management examples Educated to a degree level in a numerate discipline Decision Science expert, interested in progressing and developing BENEFITS: Up to £50,000 Excellent benefits Have an impact in a small team playing a vital role in the success of a FTSE 250 company HOW TO APPLY: Email your CV or use the apply feature on this page KEYWORDS: Credit Risk, Decision Science, Basel II, AIRB, IRB, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Default, Scorecards, Models
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