Senior Credit Risk Analyst
Senior Credit Risk Analyst
London
£65,000 + Competitive Benefits
This is a great opportunity to join an innovative, growing fintech lender as a Senior Credit Risk Analyst responsible for their Expected Loss (PD, LGD, EAD) models and processes. This is a highly technical role with broad responsibilities including Credit Risk modeling, analysis, strategy input and engagement with stakeholders.
THE COMPANY:
A leading UK fintech that puts the customer at the center of everything they do. They are a highly data-driven and technology business that provides innovative lending solutions to customers
THE ROLE:
- Manage the expected loss models (PD, LGD, EAD) including developing improvements to existing models, making changes to models etc
- Perform credit risk portfolio analysis including using outputs of models to inform portfolio decisions including on pockets of opportunity and risk
- Mentor junior analyst responsible for impairment reporting
- Analyse processes to ensure activities and processes are efficient and play a key role in recommendations and improvements
- Perform Credit Risk analysis to drive improvements in IFRS9 compliance and strategies
- Report to stakeholders and share ideas and feedback across teams
SKILLS AND EXPERIENCE:
- Experience working on IFRS9 or Expected Loss models including PD, LGD, EAD models
- Experience with SQL essential; Python is beneficial (e.g. R)
- High level of numeracy with mathematical degree required
- Experience working with data-sets in credit risk
- Strong and effective communication skills are required. Ability to communicate effectively with stakeholders, management, and teams as well as guide, train, and mentor more junior analysts.
BENEFITS:
- Up to £65,000 Salary
- Competitive benefits
- From scratch model building with end to end ownership
- Career progression
HOW TO APPLY:
Email your CV or use the apply feature on this page
KEYWORDS:
Credit Risk Analytics, Credit Risk Models, Impairment, Capital, Basel, AIRB, Scorecards, Decision Science,
Stress Testing, SAL, SQL, PD, LGD, EAD, IFRS9, Logistic Regression, Decision Tree, Probability of Default, Exposure of Default, Loss Given Default
Reference: 52646024
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