Credit Risk Modelling Analyst

Recruiter
Location
London (Greater)
Salary
£35,000
Posted
10 Jul 2018
Closes
09 Aug 2018
Ref
NM/14640
Experience Level
Management
Contract Type
Permanent

You will support the Risk team building and supporting credit risk models used for IRB or other business needs.

This Client does not provide sponsorship.

Key Responsibilities of the Credit Risk Modelling Analyst:

  • To assist in the development of Credit Risk models.
  • To support the Society's wider range of statistical modelling (Linear-logistic regression, scorecards, GINI coefficient, KS Statistics, Reject inference, data sampling).
  • Perform ad-Hoc analysis in relation to credit risk / modelling investigations.
  • To assist in the development and maintenance of an IRB modelling approach for Basel II Retail Credit Risk, and embedding of modelling disciplines into operational practice.
  • To assist in the production of analyses that show variances versus forecast, and leverage this to enhance the forecasting process.
  • Developing an understanding of the society's strategies and business concepts.
  • Support the wider Credit Risk Team as required.

Ideal knowledge and experience of the Credit Risk Modelling Analyst:

  • Scorecard development knowledge – Previous experience of building credit scorecards.
  • SAS skills - with ability to manipulate large data sets, automate monthly SAS processes and debug SAS code with minimal steer.
  • Excel skills - with ability to work with multiple work sheets, pivots etc.
  • Numerate / statistical knowledge - able to work with numbers and implement accurate complex calculations.
  • Communication - effectively communicate detail and technical concepts in an accessible way to non-technical colleagues.  
  • Team working – ability to work in cross functional and virtual teams.

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