Senior Credit Risk Modelling Specialist

1 week ago

London, Greater London, United Kingdom Aspire Data Recruitment Full time

Aspire Data Recruitment is seeking a Senior Credit Risk Modelling Specialist to join an expanding European bank in London. The ideal candidate will have several years of experience building credit risk models and comprehensive associated documentation.

Key Responsibilities
  • Design and develop credit risk models inclusive of Acquisition, Behavioural, Impairment and Capital models.
  • Utilise progressive techniques such as machine learning algorithms and big data as appropriate.
  • Perform ad hoc analysis to help manage retail credit risk initiatives.
Requirements
  • Strong experience in using SAS as a primary tool and in-depth knowledge of MS Office and SQL.
  • R, Python and other languages are advantageous but not the primary tool required.
  • Entrepreneurial, inquisitive and commercial approach to modelling problems.

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