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Credit Risk Modelling Analyst

  • Location

    London

  • Discipline:

    Credit Risk & Analytics

  • Job type:

    Permanent

  • Salary:

    £40,000 - £50,000

  • Consultant:

    Beth Langstreth

  • Email:

    BLangstreth@merje.com

  • Job ref:

    BL/15228

  • Published:

    6 days ago

A well-established and globally recognised business that focuses on providing an exceptional banking experience for customers. Now looking to expand the Credit Risk Modelling team with 5 Modellers to support the company on projects across various areas and portfolios.

This Client does not provide sponsorship.

Key Responsibilities of the Credit Risk Modelling Analyst:
 

  • Designing, building and integration of a variety models (AIRB, IFRS9, predictive, etc.)
  • Offer insight and make recommendations relating to credit risk models, including policies, frameworks, processes, systems, etc.
  • Support managers with analysis of MI and oversight in model development and performance
  • Monitor model performance and perform accurate risk assessment and stress/scenario testing
  • Produce model documentation to support independent model validation
  • Develop model monitoring suite
  • Build strong relationships with colleagues, management, etc.


Ideal knowledge and experience for the Credit Risk Modelling Analyst role:
 

  • Strong academic background
  • Experience within the retail banking sector
  • Any exposure to models - building, developing, validating, reporting, etc.
  • AIRB / IFRS9 would be beneficial
  • Excellent SAS or SQL knowledge and Microsoft Office skills
  • Good stakeholder management and communication skills