Contact Tim about this job
Find a Job
|Salary||£40k to £60k|
|Sector||Credit & Risk Management|
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.
SKILLS AND COMPETENCIES:
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
Ready to apply for this job? Apply Now