Credit Risk Modeller

Posted 9 April by Harnham Easy Apply

Senior Risk Modeller - IRB + Scorecards + Data Science
Edinburgh
Up to £40,000

This is an opportunity for an experienced Credit Risk Modeller to gain exposure to a wide variety of products with a very reputable team of Credit Risk Analysts. Our client benefits from that rare blend of having the exceptional team of a major financial player whilst managing to foster a flexible management team. They are very open to having you work multiple days a week from home if desired. There is also a fluidity that offers an opportunity to change focus within roles, giving you the opportunity to pivot and explore different products and models.

THE ROLE:

  • Build and maintain Scorecards and IRB models in line with Basel II regulations (LGD, PD, EAD)
  • Perform analysis on multiple Credit Risk portfolios, making recommendations and optimisation analysis
  • Implement Scorecards and other Credit Risk and Fraud models

SKILLS AND EXPERIENCE:

  • Experience in a Credit Risk analytical role required
  • Credit Risk Model building experience required (PD, LGD, EAD models)
  • Programming in SAS, SQL or R required

THE BENEFITS:

  • Up to £40,000
  • Competitive and flexible benefits
  • Flexible working hours is encouraged
  • Exposure to a wide variety of products and portfolios with an opportunity to pivot and explore different areas
  • Impressive office complex with gym, creche, and shopping court on site

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: 34862782

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