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|Sectors||UK & Regional
Credit & Risk Management
A global investment bank is looking for a Wholesale Credit Risk Analyst to join their team as a Manager in Sheffield. The successful candidate will review and enhance the model development process for Wholesale Analytics.
Responsibilities will include:
Oversee the enhancement and consistency of global model development frameworks for the development of group-wide Wholesale PD, EAD and LGD models.
Provide support, reviews, challenges and oversight for PD, LGD and EAD developments.
Ensure Regulatory and Capital requirements are consistently and appropriately assessed and appropriately calculated.
Support model development frameworks to ensure continual improvement in credit risk methodologies and process alignment across regions
Perform technical analysis to challenge model proposals and reviews of new and existing Wholesale credit risk models.
Support regional site business and risk functions, as and when needed, for the consistent and efficient estimation of PDs, LGDs and EADs.
Quantitative/numerical post graduate degree essential, masters minimum, PhD preferred.
Experience managing statistics and regression analysis
Econometrics concepts must be understood to a Masters degree level
Able to demonstrate experience building Wholesale or Retail PD, LGD and EAD models
Experience of all three stages in the model development process: Data preparation stage, Modelling Stage, Pre-Implementation Validation Stage.
Previous involvement with the writing of model documentations
Good working knowledge of Wholesale credit products
SAS programming skills
For more information please contact: firstname.lastname@example.org
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