Senior Credit Risk Modeller - Scorecards, PD Models

Posted 6 April by Harnham Easy Apply

Senior Credit Risk Modeller - Model Development Project
London
£58,000 + Competitive Benefits

A major bank in London is seeking an experienced Credit Risk Modeller to join a top analytical team leading the way in terms of Decision Science and Credit Risk Modelling. With an established route to management, this is a fantastic opportunity for a capable Credit Risk Modeller to progress their career. The company have ambitious plans for growth and are looking for a Decision Scientist that will help drive the business forward, initally through the development of PD Models and Scorecards

THE ROLE:

  • Opportunity to develop Scorecards and IRB models across a range of retail credit products
  • Analyse current strategies and work proactively to make cut-off adjustments
  • Work with stakeholders to improve model use and strategies
  • Think creatively to improve team Scorecard development efficiency


SKILLS AND EXPERIENCE:

  • Experience developing Scorecards, IRB or Capital and Impairment Models in a Credit Risk team is essential
  • Experience maintaining and monitoring Credit Risk Models is required
  • Strong SAS or SQL skills are highly desirable; programming experience in R or Python may compensate for lack of SAS and SQL
  • Highly numerate degree required

THE BENEFITS:

  • £58,000
  • Competitive Benefits
  • Join an industry leading team renowned for producing experts in Credit Risk Analytics
  • Amazing office space


KEYWORDS:

Credit Risk, Analyst, Scorecards, Application, Behavioural, Model, SAS, SQL, IRB, PD, EAD, LGD, Capital and Impairment, Probability of Default

Required skills

  • Modelling
  • SAS
  • Credit Risk Analyst
  • Scorecards
  • Behavioral
  • SQL.
  • Apllication

Reference: 34850831

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