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Technical Expert - Credit Risk Modelling

  • Location

    Brentwood

  • Discipline:

    Credit Risk & Analytics

  • Job type:

    Permanent

  • Salary:

    £60,000 - £70,000

  • Consultant:

    #

  • Email:

    blangstreth@merje.com

  • Job ref:

    BL/13997

  • Published:

    6 months ago

As the Credit Risk Modeller, you will provide the SME expertise and substantial hands-on risk modelling know-how to help manage the model development projects end-to-end.

The Client:

A growing specialist Challenger Bank covering Consumer, Business and Property Finance.

This Client does not provide sponsorship.

Key Responsibilities of the Credit Risk Modeller:

  • Significantly contributing to the optimisation of risk strategies and decision making
  • Hands-on development, calibration and validation of scorecards, models, credit grading systems, etc. (Basel IRB, IFRS9, PD, EAD, LGD, predictive, etc.)
  • Managing and leading projects to deliver and implement solutions
  • Working across the entire credit lifecycle
  • Using SAS to process, organise and standardise data
  • Coaching, training and developing junior staff

The ideal candidate for this Credit Risk Modeller opportunity will have the following knowledge, experience and understanding:

  • Strong academic background, relevant degree in a numerate discipline
  • Extensive experience of hands-on analytics and modelling, including building models from scratch
  • Experience in Financial Services environments
  • Strong SAS programming skills (Base SAS & Macros)
  • Technical know-how in scorecards, Basel IRB models, etc.
  • Good working knowledge of Microsoft Office, especially Excel
  • Strong data handling and processing skills