Credit Risk Analyst - Modelling
One of the UK's largest FS businesses within their sector - a major market player in the provision of financial products and services. Based on an expansive history stretching back over 150 years, the company has won awards for its products and services. Now looking for an experienced Credit Risk professional to support with the development of IFRS9 and IRB models.
This company is unable to provide sponsorship
Key Responsibilities in this Credit Risk role:
- Management, maintenance & development of statistical models and related processes and procedures, in relation to Credit Risk, Impairment and Product Pricing
- Support the business in moving to an Advanced Internal Ratings Based approach (AIRB)
- Ensure scorecards are performing within tolerances
- Undertake detailed statistical analysis
- Identify areas of improvement relating to data quality, model performance, etc.
- Prepare and present papers and reports for committee meetings, senior management and the Board
Ideal knowledge and experience for this Credit Risk role:
- Strong background in Credit Risk Modelling, including an understanding of IFRS9 and AIRB approaches
- Excellent analytical and numerical abilities
- Strong technical skills with SAS or similar
- Confident communicator, able to lead analysts and present to management
Please note, should feedback not be received within 28 days due to the large volume of applications, unfortunately your application has been unsuccessful. However, we may be in touch with similar relevant opportunities.