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Senior Analyst - Credit Risk Analytics

Salary £40k to £60k
Type Permanent
Sector Credit & Risk Management
Job Reference T55/TXH/26168
Contact Tim Holbrough
Date posted 05-06-2017

A leading British Bank is looking for two hands-on Credit modelllers to join their Risk Analytics team.

In this role you will conduct deep dive credit analysis as required, create in-house scorecards throughout the credit lifecycle from application to collection/recovery, develop or calibrate Basel IRB models (PD/LGD/EAD) to satisfy Basel requirement and develop interim solutions for PD/LGD estimates where data remains limited.


• Qualifications in Applied Mathematics / Statistics, Econometrics, Operational Research or Engineering, a Master and/or PhD degree in quantitative or equivalent will be an advance
• Previous experience with Analyst in advanced analytics / modeling in financial services or equivalent, preferably gained through leading financial institutions would be beneficial
• First-hand technical know-how in scorecard and/or Basel IRB models
• Strong SAS programming skills including Base SAS and Macros and data handling and processing skills
• Good working knowledge and proficiency in statistical analysis, credit scorecard / Basel IRB modeling, working knowledge in Excel, Word and Power point.
• VBA and excel application development experience would be desirable.
• Clear communication to business colleagues
• Good verbal and written skills

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Contact Tim about this job

AVP, Consultant