Technical Expert - Credit Risk Modelling
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Location
Brentwood
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Discipline:
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Job type:
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Salary:
£60,000 - £70,000
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Consultant:
#
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Email:
blangstreth@merje.com
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Job ref:
BL/13997
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Published:
almost 3 years 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