Credit Risk Modelling Manager

7 days ago

London, United Kingdom Harnham Full time

**Credit Risk Modelling Manager**
**Manchester or Milton Keynes**
**Up to circa £80,000 + Comprehensive Benefits**

Are you a Credit Risk / Basel Modelling specialist? Here, there is a huge volume of interesting projects as they undertake re-development of the full suite of retail IRB PD, LGD, EAD models. You'll manage a small team building out the models, exploring andoptimising methodologies and optimising model governance frameworks

**THE COMPANY**

A bank who can offer flexible working and home working as well as leading benefits and salary package. It's a flexible environment where you'll be able to manage your own workload and lead the charge on your preferred Basel modeling projects i.e. differentmodels, products, responsibilities.

**THE ROLE**
- Development of Credit Risk Basel Models (PD, LGD, EAD) using SAS and Python
- Develop and manage a small team of Credit Risk Analysts
- Investigate and employ cutting edge techniques and methodologies to optimise model performance
- Advisory responsibilities acting as SME on Credit Risk model development across full retail banking portfolio
- Working in an autonomous manner as you will have complete ownership over model development
- Reporting directly into Head Of level, the role will also have important stakeholder elements both laterally and vertically

**YOUR SKILLS AND EXPERIENCE**
- Extensive experience developing Basel / Capital Models (PD, LGD, EAD)
- Extensive experience using statistical and programming techniques to build Risk models in SAS
- Daily use of SAS in a previous role with similar responsibilities
- Educated to degree level in a numerate discipline

**BENEFITS**
- Up to circa £8o,000
- Comprehensives benefits package
- Ownership and accountability at a growing company where you will have an immediate impact
- Huge volume of work means you will get to pick and choose from projects, products, models etc
- Felxible working and work from home

**HOW TO APPLY**

Use the 'apply' feature on this page

**KEYWORDS**

Credit Risk Analyst, Modelling, Validation, Monitor, Scorecards, SAS, SQL, Decision Science, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Default, Forecasting, Application Scorecards, Behavioural Scorecards, Capital Models, Basel,IFRS9, Impairment

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