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Risk Modelling Analyst - Credit

Employer
Harnham
Location
Farringdon, UK
Salary
Competitive
Closing date
Mar 18, 2019

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Job Role
Business Analyst
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Risk Modelling Analyst - Credit London Up to £45,000 plus a competitive benefits package Are you a Credit Risk Modelling Analyst with an interest in Capital and Impairment? This role offers you the opportunity to be responsible for the development of models which will be used within the companies UK portfolios. These models will be used within the business to forecast Impairment Charge and as well as developing the models, you will be responsible for the supporting of model implementation and their use. THE COMPANY This is your opportunity to work for one of the world's leading Financial Services who engage with personal banking, Credit Cards, corporate and investment banking as well as wealth management. DAY TO DAY RESPONSIBILITIES Development of Impairment, PD, EAD and LGD models. Provide business with insights and recommendations in order to improve strategy. Constantly identify new ways to improve the models and processes. Lead modelling projects from end-to-end. Identify and use cutting edge technologies to develop best in class decision tools. Stakeholder Management. WHAT IS REQUIRED FROM YOU Knowledge of Data Analysis, theory and Multivariate Statistical techniques. A degree or equivalent in Statistics, Mathematics or a related area. Track record in building predictive models whilst using SAS. Fully understanding of Credit Risk Processes and Strategies Ability to lead a team. BENEFITS You can expect to earn up to £45,000 plus a competitive benefits package. HOW TO APPLY Please register your interest by sending your CV via the Apply link on this page. KEYWORDS Credit Risk - Modelling - Model - Analyst - SAS - PD - EAD - LGD - Probability of Default - Exposure at Default - Loss Given Default - Strategy - Capital - Impairment - Forecasting

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