Credit Risk Consultant

18 hours ago


Edinburgh, United Kingdom Harnham Full time

CREDIT RISK CONSULTANT

EDINBURGH - TWICE A WEEK

UP TO £55,000

Join a leading consultancy firm specializing in risk management, delivering tailored solutions for clients- focusing on regulatory modeling projects.

THE ROLE

  • Design and implement credit risk models for regulatory and business purposes, with a particular focus on IRB (Internal Ratings-Based) and IFRS 9 frameworks.
  • Critically assess and validate credit risk models, focusing on areas such as model design, performance, and implementation.
  • Execute and develop stress testing exercises, ensuring robustness in both operational execution and model validation.
  • Process large datasets, evaluate data quality, and implement improvements to enhance the reliability of credit risk assessments.

REQUIREMENTS

  • Credit risk analytics experience with industry or consultancy
  • Experience with SAS, SQL, python or R

HOW TO APPLY

Please send your CV


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