| THE COMPANY:
Our Client is a major UK retail Bank. Following continued growth it is seeking to enhance and strengthen its' risk department. Thus it is looking to recruit 2 x Senior Credit Analysts, Group Credit: Analytics Modelling; one based in based in West Yorkshire and one based in Scotland.
THE ROLE:
Reporting into the Senior Manager, Group Credit: Analytics Modelling you will:
- Assist in the development and application of first class credit risk quantification and credit portfolio modelling techniques
- Assist in the overview/development and implementation of credit analysis tools used within the Divisions
- Development of mechanisms to model aspects of the Bank's credit exposure on a consistent basis using probability of default and loss given default
- Development of regression based credit scoring models
- Assist in an oversight role by reviewing models and credit analysis developed by the divisions
- Assist credit analytics specialists throughout the Group in Developing and maintaining credit risk measurement models
- Provide support in researching and Prototyping new credit techniques and systems as appropriate
- Provision of analytical support/consultancy to other areas of Group Financial Risk and the divisions
- Maintenance of relationships with third parties e.g. external consultants, divisional risk contacts
- Participation in risk reviews undertaken by Retail and other divisional facing credit teams.
THE PERSON:
You can ideally offer:
- Highly numerate, probably qualified to degree level in a mathematical discipline
- An individual whom has or is or working towards a professional qualification would be desirable
- Between 1-5 yrs working in a quantitative credit risk role or similar statistical modelling role
- Strong IT skills including SAS and/or SPSS
To apply for this role click here to email us quoting Ref: JA1006 or call 020 7274 7998
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