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Retail Credit Risk Modelling Consultant

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Salary £50k to £100k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/24781
Contact Tim Holbrough
Date posted 17-10-2016

A boutique Management Consultancy is looking for Retail Credit Risk Modellers with extensive SAS experience to join their organically growing team. You will lead development of Risk and Pricing models for a wide range of clients across the UK and Europe. Expansion within the organisation is due to increasing projects around Regulations such as IFRS9, this will form an integral part of the position.

Responsibilities/Skills:

• Validation of PD, LGD and EAD models for clients, through model review, identifying model weaknesses and proposing solutions
• Support the Project Leader in organising and delivering projects set
• Support the Senior Management Team in the identification of opportunities for and delivery of statistical analysis and modelling projects
• Define and price new projects and present them to new clients
• Evaluate developments and develop new areas of specialism to take to the market
• Deliver own analysis and modelling projects and work with others in the team to deliver larger projects as required
• Work with areas of the business to identify opportunities for increasing value through the application of analysis and modelling techniques
• Work with operational managers to test the effectiveness of existing and new business strategies and synthesise the results with other knowledge to recommend new strategies and plans
• Analysis Packages – SAS/R/Python. SAS is the most commonly used package used, so working knowledge is preferred but R and Python is advantageous
• Data – Manipulating and analysing large datasets with customer information.
Knowledge of Data Protection legislation an advantage

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Contact Tim about this job

AVP, Consultant