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Senior Credit Risk Modeller
3 months ago
SENIOR CREDIT RISK MODELLER
UP TO £55,000
NOTTINGHAM – 2 days a week
A lender in Nottingham is looking for a credit risk modeller to join their team to focus on IFRS9 and scorecard models.
THE COMPANY
This lender offers a few products for their customers and places a real importance on doing well by the customer. They have a great culture with a good work life balance.
THE ROLE
You can expect to be involved in the following day to day:
- Develop new IFRS9 models across PD and LGD
- Optimise applicational scorecard models
- Oversee work stress testing models and ICAAP submissions
- Collaborate with different teams and senior stakeholders within the business
SKILLS AND EXPERIENCE
- Experience using SAS/Python/R
- Experience working with credit risk models
- Experience within IFRS9 or IRB
- A strong university degree in a numerate discipline
HOW TO APPLY
Please register your interest by sending your CV to Shane McWilliams via the Apply link on this page.
