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