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Lead Credit Risk Modelling Analyst

  • Location

    London

  • Discipline:

    Credit Risk & Analytics

  • Job type:

    Permanent

  • Salary:

    Up to £65,000

  • Consultant:

    #

  • Email:

    ESykes@merje.com

  • Job ref:

    BL/16843

  • Published:

    about 2 months ago

MERJE is looking for an experienced Credit Risk professional to join a specialist bank and lead modelling strategy and solutions, including hands-on analytics and model development.

 

You will be joining an established lender with a ~10 year history of providing excellent products and services to retail and commercial customers. Salary is up to £65,000 dependent on experience.

 

This company is unable to provide sponsorship

 

Key Responsibilities of the Lead Credit Risk Modelling Analyst:

  • Support the development and delivery of modelling strategy and solutions
  • Continuously enhance analytic methodologies, tools and processes
  • Develop predictive capabilities on portfolio performance
  • Contribute to IFRS9 impairment forecast modelling and process
  • Hold and share expert-level knowledge of SAS, modelling tools, data requirements, etc.
  • Establish constructive working relationship with stakeholders and colleagues

Required knowledge and experience for the Lead Credit Risk Modelling Analyst role:

  • Strong quantitative background, ideally with a high degree / masters in Applied Mathematics, Statistics, Econometrics or similar
  • Extensive industry experience, credit risk model building within retail banking
  • Strong SAS abilities. SQL and VBA would also be beneficial on top of this
  • Advanced modelling and scorecards knowledge - regression, econometrics, time series, simulations, optimization, credit scorecards, IRB, IFRS9, etc.
  • Comfortable in leading projects and training colleagues

Please note, should feedback not be received within 28 days due to the large volume of applications, unfortunately your application has been unsuccessful. However, we may be in touch with similar relevant opportunities.