Credit Modeller

**RESPONSIBILITIES** - Play a key role in the design, development, implementation and maintenance of IFRS9 Credit Risk models, leading specific defined pieces. - Take ownership for the delivery of individual model development and maintenance tasks, anticipating constraints and risks to plans and taking mitigating actions. - Act as a modelling expert...

My banking client are looking for a Credit Risk Modelling Manager to work in the IRB Model Development team in the Risk Analytics department. 6 years+ of credit modelling experience with advanced SAS or SQL. Statistical background with credit modelling experience. IRB experience an advantage but not essential click apply for full job details

**RESPONSIBILITIES** - Play a key role in the design, development, implementation and maintenance of credit risk models, primarily with a focus on corporate IRB and stress testing models, to deliver unique and innovative modelling solutions. - Lead key elements of corporate credit model developments (both IRB and stress testing) and stress testing execution,...

**Senior Credit Risk Modeller - Scorecards** **London** **£65,000 + Competitive Benefits** A FTSE 100 business with offices across the UK is seeking an experienced Credit Risk Modeller with Scorecards experience to join a top analytical team leading the way in terms of Decision Science and Credit Risk Modelling. This is a fantastic opportunityfor a capable...

Senior Credit Risk Modelling Expert An expanding European bank has an opportunity for a Senior Credit Risk Modelling Expert to join their London (Mayfair) office. You’ll be responsible for the design and development of all components of credit risk models inclusive of; Creativity and initiative to support more bespoke group wide general modelling...

**Your role at a glance** We have a great opportunity for a part-qualified Actuary to join the Risk Modelling Team within our Retirement Division as a Market & Credit Risk Modelling Analyst. As a Market & Credit Risk Analyst you will support the design, implementation, maintenance and operation of both market and credit risk components of the Solvency II...

The model validation team is the essential team to ensure the viability, robustness and reliability of the FO pricing models before they can be used for production purpose. All the new FO models/methodologies or any methodological changes should be validated by the team. For each validation request, the team analyses the assumptions and the proposed...

Credit Risk Modelling Manager UK, United Kingdom | Hybrid Permanent | Full time Closing date: Apr 23, 2024

**KEY RESPONSIBILITIES**: - Implement Credit & Equity Risk (CCR) models - Liaise with Front Office Trading to support their understanding of PFE risk - Support Risk Management to improve CCR management - Produce analytics documentation and test material - Provide day-to-day support for all relevant consumers of CCR data - Improve risk and regulatory related...

**Model Validator, XVA CCR & IM Models (Associate-VP) | Large Multi-National Bank | London** **Responsibilities**: - Perform in depth technical model validations of models covering pricing, market and counterparty credit risk of derivatives spanning all asset classes - Build benchmark models and conduct testing and develop standardised model testing...

Job DescriptionScroll down the page to see all associated job requirements, and any responsibilities successful candidates can expect.Role: Senior Credit Risk Analyst, Modelling - 1 year FTC with good chance at going permanentLocation: Central London - 3 days in the office (May be flexible)Salary: £45,000 - £70, % bonusA specialist challenger bank are...

**Responsibilities**: - Manage the annual review of models used by the bank for measuring market and Counterparty credit risk, suggesting improvements and action plans. - Validating Interest Rate, Inflation, Equity and Property derivatives but also market and counterparty credit risks models such as Stress Testing, VaR. - Performed model validations...

The Corporate & Leveraged Finance group within CrÃdit Agricole CIB advises, originates, structures and executes bank and institutional leveraged loans and high yield bond financings for private equity backed and corporate clients (including TMT), with leading market positions in Europe and a strong presence globally. The Analystâs role involves a...

**SENIOR CREDIT RISK ANALYST** **£40,000-£60,000 + COMPETITIVE BENEFITS** **LONDON** A data-driven financial investor is looking for a Senior Credit Risk Analyst to join their growing portfolio team. If you have experience in scorecard modelling, this is your next great career step. **THE COMPANY**: As a Senior Credit Risk Analyst, you will work for a...

**Who we are** Credit Benchmark is a financial data analytics company that has partnered with the world’s leading financial institutions to create the largest and most sophisticated contributed credit risk data platform in the market. We help clients identify, quantify, and monitor credit risk across a wide array of exposures by leveraging CB’s unique...

**Credit Risk Roles** A leading Bank has an immediate requirement for a modeler to join their Decision Science team. There is multiple headcount within this team, 1 of which requires leadership and management experience. You will hold strong academics in a Mathematical, Statistical or Engineering discipline. This is a**London, Bristol, Edinburgh,...

**The Team**:Structured Finance (SF) team is responsible for a vast portfolio of criteria and models spanning ABS, RMBS, CMBS and Structured Credit (including CLO's). The criteria and models that the group develops and maintains help global analystsproduce independent credit ratings covering Structured Finance securitizations. The team is focused on...

**THE COMPANY**: Our client is a UK-based financial institution that provides a wide range of banking services to both personal and business customers. The bank has over 60 years of experience in delivering banking solutions that meet the needs of its diverse clientele. Its services include corporate banking, trade finance, personal banking, and treasury and...

IFRS9 CREDIT MODELLER £This company is a growing auto finance business who have an established presence in the UK. This company are particularly notable for their strong work culture and excellent progression and development. This role offers an opportunity to work across a wide range of models in addition to excellent exposure and learning opportunities...

**Your field of responsibility** As Global Head of Asset Management (AM) Compliance you will lead an organization of over 80, located across several regions including Switzerland. You will play a key leadership role, support oversight and management of the Compliance function and its staff, provide thoughtful challenge, direct, and oversee Compliance...