Senior Credit Risk Modelling Analyst
4 days ago
**Credit Risk Modelling Analyst
Manchester or Milton Keynes
Up to £45,000 + Benefits**
An opportunity for a Credit Risk Modelling Analyst to join a major bank and develop their IRB retail Credit Risk Models. This is a hands-on modelling role focusing on PD, LGD, EAD models for Capital purposes
**THE ROLE**
- Develop and enhance Credit Risk models including Stress Test, IFRS9, Models, Scorecards etc using SAS
- Developing challenger models to optimise model performance over time
- Proactively work towards improving modelling, processes and methodologies including exploration of advanced modelling techniques
- Manage relationships with internal and external stakeholders
**YOUR SKILLS AND EXPERIENCE**
- Educated to a degree level in a numerate disciple as a minimum
- Excellent mathematical skills
- You will ideally have experience developing Credit Risk models
- Daily used or SAS or similar programming tools
**THE BENEFITS**
- Up to £45,000
- Generous bonus
- Employer pension contribution up to 9%
- Private health insurance
- Life assurance
- Gym discount, childcare vouchers etc
**KEYWORDS**:
Credit Risk Analytics, Credit Risk Modelling, Scorecards, IFRS9, AIRB, LGD, EAD, PD, Forecasting, Decision Science, Logistic Regression, SAS, SQL, R, Application Scorecard, Behavioral Scoring
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