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Senior Credit Risk Modelling Analyst

  • Location

    Edinburgh

  • Discipline:

    Credit Risk & Analytics

  • Job type:

    Permanent

  • Salary:

    £40K-£50K

  • Consultant:

    Nuhaa Mohamed

  • Email:

    nmohamed@merje.com

  • Job ref:

    NM/15228

  • Published:

    6 days ago

Job Description- The Senior Analyst role will specifically focus on the design, build and integration of AIRB models.

This Client does not provide sponsorship.

 

Key Responsibilities of the Senior Credit Risk Modelling Analyst:

  • Lead the design and development of AIRB models, facilitating regulatory submissions for the models
  • Produce transparent model documentation to support Independent Model Validation
  • Develop the AIRB model monitoring suite to monitor the performance of the models and provide managers with early warning signs of adverse risk trends and emerging risks.
  • Produce consistent, accurate & timely MI to support reporting by managers and senior leaders, ensuring issues are escalated as required.
  • Undertake analysis, design, build and implementation of risk policies, frameworks, processes, models and/or systems.
  • Provide recommendations for model enhancements and/or developments 

 

Ideal knowledge and experience of the Senior Credit Risk Modelling Analyst:

  • Educated to Degree level in a numerate discipline.
  • Relevant experience of developing analytic solutions within the retail banking sector. 
  • Retail AIRB modelling and Credit Card experience would be advantageous.
  • High level of proficiency in SAS and Microsoft Office.
  • Effective engagement and stakeholder management experience.
  • Experience of working in a team, across geographical boundaries.