Credit Risk Modeller

Recruiter
Huxley Banking & Financial Services
Location
Leeds
Salary
600.00 GBP Daily
Posted
12 Jun 2019
Closes
19 Jun 2019
Sector
Accountancy
Contract Type
Contract/Interim
Hours
Full Time

Credit Risk Modeller

A Financial Services company are looking for a Credit Risk Modeller to join a large Basel III reform programme for a six month rolling contract with work into 2020.

The successful Credit Risk Modeller will be responsible for rebuilding their AIRB models across the Secured and Unsecured portfolios in response to changes in the Capital Requirements regulations.

Responsibilities:

  • Development of enhanced modelling approaches and methodologies.
  • Development of AIRB models ensuring they are developed in line with regulatory requirements and internal standards.
  • Develop consistent methodology documents and policies to support a globally consistent approach.
  • Support the Senior Risk Modellers with further modelling related activities.

Key Skills:

  • PD, LGD, EAD model building experience
  • SAS programming skills
  • Unsecured and/or Secured Credit Risk background
  • Basel III & CRR knowledge/experience (desired)
  • Stakeholder management skills
  • Financial Services background

If you have the relevant experience for this Credit Risk Modelling opportunity then please apply with an updated copy of your CV and get in touch.

KEYWORDS: CREDIT RISK MODELLER, PD, LGD, EAD, AIRB, BASEL III, CRR, SAS, SECURED, UNSECURED, STAKEHOLDER MANAGEMENT, FINANCIAL SERVICES

To find out more about Huxley, please visit our website.

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy

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