Lead Credit Risk Analyst

5 days ago


Northampton, United Kingdom Harnham Full time

**Lead Credit Risk Analyst - IRB Models**
**Northampton
Up to £70,000 + Benefits + Bonus**

This is the chance to play a senior role in hands-on model development of IRB models for a top tier bank within a highly skilled analytical team. Thi is a pure model development role where you can advance your technical skills building out a variety of modelsas our client churns through a major project involving the build out from scratch of IRB models, Scorecards, IFRS9 models and more. If you like the sound of a fast-paced environment within a high team and advancement opportunities through to management withinCredit Risk - this is a perfect move for you.

**THE ROLE**:
As a Senior Credit Risk Modeller, your role will be varied and highly challenging - you will bring a strong technical
skillset and experience with SAS from retail banking to use in a variety of different ways.

**YOUR SKILLS AND EXPERIENCE**:

- Educated to a degree level in a numerate discipline
- Proven experience in a Credit Risk role within a Financial Services environment
- Strong coding skills with modelling experience, SAS highly preferred
- Proven knowledge of various areas of the Credit Risk lifecycle, with strong experience in at least two
- (Acquisition, Strategy, Portfolio, Collections, Decision Science, Scoring etc)
- Comfortable in a client facing environment, engaging with both technical and non-technical stakeholders

**BENEFITS**:

- £70,000 + Competitive Benefits + Bonus
- Work with a leading Financial Service
- Career progression
- Expand skillset working across portfolios and with multiple models
- Flexible working

**HOW TO APPLY**:
**KEYWORDS**:
Credit Risk Analytics, Credit Risk Models, Impairment, Capital, Basel, AIRB, Scorecards, Decision Science,
Stress Testing, SAL, SQL, PD, LGD, EAD, IFRS9, Logistic Regression, Decision Tree, Probability of Default, Exposure of Default, Loss Given Default


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