Senior Credit Risk Modelling Expert

3 weeks ago


London, Greater London, United Kingdom Eximius Finance Full time

Position Overview: We are seeking a highly skilled professional to take on the role of Senior Lead in Credit Risk Modelling at Eximius Finance. This position demands a comprehensive understanding of credit risk assessment and modelling techniques.

Key Responsibilities:

  • Extensive Experience: You should possess significant expertise in wholesale modelling, specifically in the areas of probability of default, exposure at default, and loss given default models (PD, EAD, and LGD). Familiarity with AIRB EAD and LGD models is preferred.
  • Credit Risk Modelling Knowledge: A profound understanding of credit risk modelling frameworks, including AIRB and/or IFRS9, is essential.
  • Leadership in Model Development: Demonstrated capability to lead and support Model Development initiatives, with a solid grasp of the complete model development lifecycle.
  • Regulatory Insight: Understanding of regulatory requirements, particularly those set forth by UK (PRA) and EU (EBA/ECB) regulations.
  • Data Proficiency: Expertise in handling large datasets and a strong comprehension of credit risk-related data.

Preferred Qualifications:

  • Familiarity with programming languages such as Python, SAS, and/or SQL, and their practical applications.
  • Knowledge of model implementation processes within a banking environment, including adherence to relevant policies and regulations.
  • Strong proficiency in English, both written and verbal.


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