Description
Credit Risk Analyst - IFRS 9
We are currently looking to recruit a credit risk analyst to work on the IFRS 9 programme for a major retail bank in Edinburgh.
Credit Risk Analyst responsibilities;
- Development of accurate and reliable credit risk statistical loss models (together with the associated documentation).
- Manage the timescales, co-ordinating meetings and take the lead in the project, making sure the project complies with Group Standards, where applicable.
- Provide advice and support on statistical modelling techniques within the team and to other areas of Finance, undertaking ad-hoc data analysis and data mining to investigate specific areas of concern and provide information in an appropriate format for the audience.
- Project manage the input from internal business areas and external consultants in the design of credit risk models.
Credit Risk skills/experience;
- Experience in the development of statistical/optimisation modelling solutions.
- Experienced and competent in the use of computer based software statistical packages (eg SAS or SPSS) and/or data mining applications.
- Experience in the development, application and implementation of powerful credit risk quantitative techniques (eg regression, stochastic processes, etc.) in an industry where statistical prediction is of strategic importance.
- Comprehensive knowledge of consumer lending products and markets.
- Excellent verbal and written communication skills.
- Evidence of highly innovative thinking, eg business/industry papers, motivated and displays initiative and excellent organisational skills.
- Experience in the financial services industry