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Senior Credit Risk Modeler

Job LocationLondon
EducationNot Mentioned
Salary£45,000 - £55,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent, full-time

Job Description

Senior Credit Risk ModellerNottingham (2 days per week)Up to £55,000Are you tired of the repetitive nature of your current role Do you prefer your role to remain fresh with different challenges and varied projects A fast-paced challenger bank is offering the opportunity for a Credit Risk Modeller to gain exposure to thefull breadth of retail Credit Risk Models as well as broader credit risk strategy exposure. If you are seeking to grow your career and skillset in a hands-on role that wont get stale over time you may have just found the right role for you!In addition, there is flexible working options and a friendly working environment and a fully remote set-up.THE ROLE:

  • Develop Impairment, IRB, Stress Testing and Decision Models (Scorecards) using Python, SQL
  • Take end-to-end leadership on quantitative projects
  • Implement Credit Risk models efficiently
  • Provide strategy optimisation insights and recommendations
  • Engage with stakeholders to understand business issues and objectives and identify opportunities to improve models and model building processes
YOUR SKILLS AND EXPERIENCE:
  • Solid experience building or working with Credit Risk Models
  • IFRS9 or IRB experience is ideal
  • Experience using SAS or other programming languages
  • Strong numerate background
  • Solid communication skills
It would also be great if you had:
  • An ability to provide subject matter expertise on model building processes and techniques
  • A strong understanding of Scorecards, Basel II, IFRS9, Loan Loss Provisioning and Credit Risk rules, processes and strategies
THE BENEFITS:
  • Salary up to £55,000
  • Competitive benefits package
  • Flexible working
  • Growth track into leadership position within the business
HOW TO APPLY:Email your CV or use the apply feature on this pageKEYWORDS: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, ICAAP

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