Analytics Specialist
7 days ago
Do you have experience with SAS and SQL in a Credit Risk environment within financial services / banking ?
I'm working with a leading Banking organisation who has built its success and reputation on providing excellent service.
This is an exciting opportunity to join the Credit Risk Modelling team within the Analytics function where you will design and deliver effective credit risk models.
Responsibilities include:
- Prepare and coordinate MI and reports to support the development, monitoring and management of PD, LGD, EAD
- IFRS9 & capital models.
- Run advanced predictive analyses and perform model assessments, validation, and enhancement activities.
- Engage with senior colleagues, managers and stakeholders.
- Work within established model risk/control framework and minimum standards.
- Build partnerships and work collaboratively with others to meet shared objectives.
- Match the shifting demands of different situations.
- Work with guidance (but not constant supervision) to support development and/or optimisation of credit risk, financial and economic models
Your experience should include:
- Proficiency in data extraction, manipulation and analysis.
- Experience of programming languages/statistical analysis software ie SAS and SQL is a must.
- Knowledge to R and Phyton advantageous.
- Strong analytical skills.
- Good knowledge of Credit Risk Analytics, Provisions and Capital models
For more information contact Gary Simpson.
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