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Credit Risk Modelling Manager

Job LocationLondon
EducationNot Mentioned
Salary50,000 - 70,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Credit Risk Modelling Manager London, hybrid working Up to £70,000 + Competitive Bonus & BenefitsThe Company Join one of the most reputable financial services consultancies in the UK, voted one of the best places to work, especially for working families! This is a unique opportunity for you to work in one of the most profitable and progression-focused teams inthe business, taking a hold of your own career whilst also receiving first-class training from multiple technology providers partnered with the organisation.The Role You will be a vital member of the credit risk analytics team, managing projects end-to-end across the IFRS9 and/or IRB suite, helping to improve and further develop credit measurement capabilities. You will:

  • Use your expertise with SAS & SQL to support 1st line teams with the build of new models, and improving those existing, as well as supporting 2nd line oversight and model review functions.
  • Contribute to credit risk strategy, working with leadership to create a best practice across all areas.
  • Build strong PD, LGD, and EAD models that can be used as examples of modelling techniques and bets-practices.
Key Skills & Requirements
  • Proficient with SAS, SQL and/or Python
  • Expertise in IFRS9/IRB model development as well as knowledge of stress testing
  • Knowledge of Financial Services
HOW TO APPLYInterested Please register your interest by submitting your CV directly by applying to this advert.

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