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Senior Credit Risk Modelling Analyst
3 months ago
Role:
Senior Credit Risk Analyst, Modelling - 1 year FTC with good chance at going permanentnLocation:
Central London - 3 days in the office (May be flexible)nSalary:
£45,000
-£70, % bonus
A specialist challenger bank are looking for a Senior Credit Risk Model Development Analyst to lead their team... and what a company to join
They supports underserved segments of the mortgage market and have done for over a century Their team of experts deliver specialist lending and retail savings through their industry leading brands - the teams are close knit, management is open and transparent and they hire passionate people who want to make a difference.
Even though they are a large group, their teams are split in a way that you aren't seen as just a number, and with a number of exciting opportunities in this role, you will be part of something transformative that will have a major impact.
Anyway, the role
You will undertake analysis, model development and monitoring for the IRB, IFRS9 and other Models for the whole bank.
You will work with the Model Manager in the Models and Ratings team to design, build and maintain the models, which includes all customer life cycle models in addition to Basel and PRA compliant IRB models and audit approved IFRS 9 models.
So, if you have experience in:nStrong SAS & SQL coding skillsnAdvanced mathematical, modelling and quantitative analysisnPrevious experience of model building or validation, quantitative analysis and data manipulationnExperience working effectively with Internal and External Audit (desirable)nExperience working in an IRB or IFRS 9 project environmentThen we want to speak with you – and so will they.
We are more than happy to send you a full spec or sing their praises over a brief call - just let us know what you prefer.
