Credit Risk Analytics Manager - Mortgages

Location
London (Greater)
Salary
Market Rates, dependent on experience
Posted
13 Feb 2017
Closes
15 Mar 2017
Experience Level
Executive, Management, Officer
Contract Type
Full time, Permanent

A rapidly growing mortgage industry specialist provider is seeking two additions to their credit risk analytics team in their South West London offices in Staines. The firm is developing lending within residential and buy to let mortgage markets, using leading edge risk decisions, tools, and systems. They are seeking one senior analyst and one manager with experience of mortgage credit risk analytics to join them at an exciting period of development.

    

You will be involved in:

  • Development and validation of risk models to be used in client decisioning, including applicant scorecards
  • Involved in (and leading for the more senior role) analytical projects within credit risk including cash and loss forecasting
  • Design, development and validation of risk models and processes, using systems such as SAS, Excel etc
  • Working with the treasury and securitisation teams to develop seamless integration models

   

You will have the following experience:

  • Strong relevant experience in credit risk analytics, including the development and building of risk models
  • Direct experience of credit risk models for the mortgage market is essential
  • Analytics and/or data mining including SAS experience is a must
  • An ability to work in a positive team environment and work with ambitious colleagues focused on a common goal
  • Strong academic background including a quantitative related degree
  • For the more senior role, looking for IFRS9 experience and ideally someone who can guide more junior members of the team.

   

Please apply via this advert for further information.

 

 

Key search terms:

Credit Risk Analytics, Credit Risk Quant, Credit Risk Modelling, Mortgages, SAS, PD, LGD, EAD, secured lending, secured loans, home loan, home loans, Masters, loss and provisioning models