| Job Title: | Model development / Forecasting - Lead analyst - SAS |
|---|---|
| Reference: | VAC-11462 |
| Salary: | £28000 - £40000 per annum + Benefits |
| Location(s): | UK |
| Industry(s): | Risk |
| Advertiser: | Harnham Search & Selection |
| Employment Type: | Permanent |
| Posted: | 07-07-2010 |
Description:
Model development / Forecasting - Lead analyst - SASJob title: Lead analyst - Model development / Forecasting
Salary: Up to £40k
Location: Potential to be based in 3 sites across the UK
Opportunity to join a major player in the market working on a huge portfolio. They are the number one player in the field and aim to stay at the forefront of the market in the techniques that they use. As a senior member of the analytical team you will be responsible for model development projects within secured products. This will involve providing input into the scoping, design, and implementation of risk models. You will work with stakeholders within the business throughout the process to ensure that the model is fit for purpose, whilst also staying abreast of relevant regulatory and industry rules to ensure adherence to these.
To apply for this role it is essential that you have a good degree in a numerate subject, (preferably at a postgraduate level) as well as having experience in the development and oversight of retail credit risk models. This will ideally be on secured products. You will be skilled with SAS and experienced in the extraction and manipulation of data to support portfolio model development, including macroeconomic modelling, Basel requirements of stress testing for credit models and /or portfolio evolution
The successful candidate can expect to receive up to £40,000 basic salary plus excellent benefits.
For more information or an informal discussion, please contact David Farmer on (0208) 408 6071 or apply using the link below.
Keywords: SAS, model, credit risk, forecast, macroeconomic
