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Credit Risk Modelling Analyst

  • Location

    Skipton

  • Discipline:

    Credit Risk & Analytics

  • Job type:

    Permanent

  • Salary:

    £30,000 - £50,000 Dependent on Experience

  • Consultant:

    #

  • Email:

    BLangstreth@merje.com

  • Job ref:

    BL/15050a

  • Published:

    about 1 month ago

A highly successful, global Financial Services business operating in over 20 counties. One of the largest businesses of their sector in the UK, this is a forward thinking and results driven company, now looking for two Analysts to join the credit risk modelling function.

This Client does not provide sponsorship.

Key Responsibilities of the Credit Risk Modelling Analyst:

  • Develop and maintain credit risk models, including Basel, PD, EAD, LGD, IFRS9 Impairment, application & behavioural scorecards and forecasting models for stress testing
  • Undertake insightful deep-dive analytics
  • Deliver accurate and timely analytics and business intelligence
  • Present analytical findings internally and externally
  • Extensive use of SAS and SQL

 

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

  • SAS or SQL knowledge, ideally both
  • Knowledge of R or Python would also be advantageous
  • Some professional experience developing credit risk models
  • Ideally experience within a Financial Services environment
  • Experience with IFRS9, PD, EAD, LGD, etc.would also be beneficial