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Credit Risk Modelling Consultant

Harnham
Job LocationLondon
EducationNot Mentioned
Salary40,000 - 70,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent,full-timeB

Job Description

Credit Risk ConsultantLondon£40,000 - £70,000A varied role focusing mostly on Credit Risk Model development in the retail, wholesale and commercial banking space. Use SAS, R, Python to develop regulatory models with a focus on PD, LGD, EAD (for IFRS9 and IRB) as well as Stress testing. Work with avariety of banking clients, manage client relationships and provide hands-on Credit Risk Modelling and Strategy solutions in a fast-paced, data driven environment.THE COMPANY:A fast-growing consultancy who have come to dominate the Credit Risk Analytics space. Due to increased demand for their high-grade Credit Risk Modelling and Strategy services across the retail lending space.THE ROLE:

  • Development of Credit Risk Models (using SAS, Python, R) for a wide a clients (banks, telecomms, fin-techs etc)
  • Development, optimisation and validation of PD, LGD, EAD models for IFRS9 and IRB purposes
  • Deliver own analysis and modelling projects and work with others in the team to deliver larger projects as required
  • Provide advisory service to clients on Credit Risk and Regulatory issues as well as Analytical and Modelling approaches
YOUR SKILLS AND EXPERIENCE:
  • Experience developing Credit Risk Models using SAS, Python or R
  • Experience developing Credit Risk Strategy or Analytical projects within the lending space
  • Experience developing PD, LGD, EAD models
  • Numerate degree from a recognised university
  • Strong communication skills and ability to communicate to non-technical audiences
BENEFITS
  • Training and development courses
  • Varied role lends itself to progression
  • Exposure to a variety of businesses and stakeholders
  • From scratch model development
  • Explore machine learning techniques
  • Competitive benefits package
KEYWORDS:Credit Risk, SAS, Modelling, Scorecards, Basel II, IRB, PD, LGD, EAD, Portfolio Management, Strategy, Collections Strategy, ICAAP, Stress testing, IFRS9, Pillar 2, CESM, TRIM

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