Credit Risk Modelling Manager To £60,000 Zone 1 London Exciting new requirement for a risk modelling manager to assist my client in the development of their retail and commercial credit risk models (including Scorecards, AIRB, IFRS9 and forecasting models).

Responsibilities:
Taking a leading role in the design, development and implementation of their new AIRB models for my clients retail portfolios Leading a team of 3 analysts, offering support where necessary Chairing monthly model reviews Ensure all models are monitored correctly and clearly communicate the models performance to various stakeholders Apply various statistical methods in the development of the new models Reporting into the Head of Risk Models you will be required to have strong stakeholder engagement experience Requirements: Strong experience in the development in risk models Expert user of modelling tools such as SAS, FICO model builder, SPSS, R, Matlab Experienced in managing/leading modelling professionals Strong communication skills Ideally experience across both retail and commercial portfolios Educated to at least degree level in a numerate subject If interested in applying to the above position, click the link and apply ASAP to be considered for this opportunity. Credit Risk / Regression / IRB / PD LGD EAD / IFRS9 / SAS / SQL / Modelling / Modeller/ Portfolio / PCA / Credit Card / Collections / Development / Model / Risk Analysis / AIRB / Mortgages / Basel / Analyst /