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Senior Modelling Analyst Credit Risk Edinburgh - £negotiable

Employer
Sopra Steria Recruitment
Location
Edinburgh Technopole, UK
Salary
Competitive
Closing date
Oct 18, 2019

View more

Job Role
Business Analyst
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Senior Modelling Analyst (Credit Risk) Edinburgh - £negotiable day rates - retail bank My client, a well-known retail bank is currently seeking a Senior Modelling Analyst on a contract basis. Senior Modelling Analyst (Credit Risk) IFRS9 Models Scorecards Edinburgh 3 months initially (will extend) £Negotiable day rates The role: Development of accurate and reliable credit risk statistical models (together with the associated documentation). Manage the timescales, co-ordinating meetings and take the lead in the project, making sure the project complies with the Model Standards, where applicable. Liaising with external suppliers when required. Provide advice and support on statistical modelling techniques within the team and to other areas of the Bank, undertaking ad-hoc data analysis and data mining to investigate specific areas of concern and provide information in an appropriate format for the audience. Liaise regularly with business areas to keep abreast of new business initiatives and proactively highlight any potential modelling or scoring changes to Management, helping to shape the modelling strategy. Produce regular model performance monitoring, ensuring comparisons are accurate, pertinent and relevant for all Retail Credit Risk models, both Application and Behavioural. Put forward recommendations to management. Keep abreast of research techniques, attend academic forums and where possible initiate projects to evaluate the benefits new credit risk quantification techniques may bring to risk management practices. Keep abreast of all regulatory and legislative changes. Skills: Highly numerate with a degree in a mathematical/statistical/engineering discipline. At least 5 years' experience in the development of statistical/optimisation modelling solutions. Experienced and competent in the use of computer based software statistical packages (e.g. SAS or SPSS) and/or data mining applications. Experience in the development, application and implementation of powerful credit risk quantitative techniques (e.g. regression, stochastic processes, etc.) in an industry where statistical prediction is of strategic importance. Comprehensive knowledge of consumer lending products and markets. Experience with a well-regarded credit business is highly desirable. Ability to work accurately to tight timescales. Excellent verbal and written communication skills. Able to convey technical issues to non -technical colleagues. Good problem solving skills. Experience in the financial services industry. Well organised and able to prioritise workload in line with tight deadlines and work effectively under pressure Excellent team player with ability to working closely with others to deliver results Customer focused Proven track record of working on own initiative, with the ability to introduce fresh thinking to the role and the wider team. Strong relationship management skills If this opportunity is of interest, please apply today for immediate consideration. Sopra Steria Recruitment is committed to barrier-free and inclusive recruitment. We are a Disability Confident recruiter, and a RIDI 100 and Business Disability Forum partner organisation. Should you choose to contact Sopra Steria Recruitment regarding this role or apply for it, all personal data you submit to us will be processed in accordance with our Privacy Notice which you can find on our website.

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