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Senior Credit Risk Modelling Analyst

Job LocationManchester
EducationNot Mentioned
Salary40,000 - 45,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Credit Risk Modelling AnalystManchester or Milton KeynesUp to £45,000 + BenefitsAn opportunity for a Credit Risk Modelling Analyst to join a major bank and develop their IRB retail Credit Risk Models. This is a hands-on modelling role focusing on PD, LGD, EAD models for Capital purposesTHE ROLE

  • Develop and enhance Credit Risk models including Stress Test, IFRS9, Models, Scorecards etc using SAS
  • Developing challenger models to optimise model performance over time
  • Proactively work towards improving modelling, processes and methodologies including exploration of advanced modelling techniques
  • Manage relationships with internal and external stakeholders
YOUR SKILLS AND EXPERIENCE
  • Educated to a degree level in a numerate disciple as a minimum
  • Excellent mathematical skills
  • You will ideally have experience developing Credit Risk models
  • Daily used or SAS or similar programming tools
THE BENEFITS
  • Up to £45,000
  • Generous bonus
  • Employer pension contribution up to 9%
  • Private health insurance
  • Life assurance
  • Gym discount, childcare vouchers etc
KEYWORDS:Credit Risk Analytics, Credit Risk Modelling, Scorecards, IFRS9, AIRB, LGD, EAD, PD, Forecasting, Decision Science, Logistic Regression, SAS, SQL, R, Application Scorecard, Behavioral Scoring

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