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Credit Risk Modelling Manager

Edinburgh, Midlothian, United Kingdom, £ £ 60000.00-75000.00 Annual Annual, Permanent

Description:

Credit Risk Modelling Manager
Leeds, Edinburgh or Remote (UK only)
Up to £75,000 + Comprehensive Benefits

Are you interested in putting your statistical strengths and Credit Risk Modelling experience to the test in a role where you will have end-to-end ownership over Credit Risk Model development projects? I'm working with a growing lender who have a number of PD, LGD and EAD model builds (IRB but also IFRS9) kicking off over the coming weeks.

This is your chance to have complete ownership over end-to-end builds in a flat structured environment. This means you will have the responsibility and accountability you need to make an instant impact on a growing bank and grow your career and technical skills.

You will lead a small team (3 analysts) whilst remaining partially hands-on, but the key will be delivering the projects, working with stakeholders etc.

THE ROLE:

  • Development of Credit Risk Models including operational Scorecards, Capital Models and IFRS9 Models
  • Model development, implementation and calibration
  • Monitor and optimise model performance
  • Working in an autonomous manner as you will have complete ownership over model development
  • Direct line management over 3 analysts
  • Reporting directly into Head Of level, the role will also have important stakeholder elements

YOUR SKILLS AND EXPERIENCE:

  • Extensive experience developing Basel / Capital Models (PD, LGD, EAD) required
  • Additional experience developing Scorecards or Impairment Models desired
  • Extensive experience using statistical and programming techniques to build Risk models
  • Daily use of SAS in a previous role with similar responsibilities
  • Educated to degree level in a numerate discipline

BENEFITS:

  • Up to £75,000
  • Comprehensives benefits package
  • Technical advancement and career progression
  • Ownership and accountability at a growing company where you will have an immediate impact

HOW TO APPLY:

Use the 'apply' feature on this page

KEYWORDS:

Credit Risk Analyst, Modelling, Validation, Monitor, Scorecards, SAS, SQL, Decision Science, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Default, Forecasting, Application Scorecards, Behavioural Scorecards, Capital Models, Basel, IFRS9, Impairment

Job Details

1351075195
Not Specified
Edinburgh, Midlothian, United Kingdom
Permanent
£ £ 60000.00-75000.00 Annual Annual