Technical Expert - Credit Risk Modelling

Recruiter
MERJE Ltd
Location
Mountnessing
Salary
£60,000 per annum
Posted
12 Apr 2018
Closes
21 Apr 2018
Sector
Accountancy
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

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