Description
I am currently recruiting for a Credit Risk Analyst/Modeller with one of the UK leading banks.
The role will sit in the Capital Modelling Team within the retail mortgaging area.
This is a good opportunity for the right candidate to potentially have a long contract as this project is likely to run until mid-2018 due to the change in processes and regulation changes within the banking and finance industry.
The ideal candidate must have the following;
A good degree in a numerate subject with knowledge of advanced statistical and analytical techniques.
Highly proficient in SAS and excel.
In depth experience of working with Secured retail portfolios.
Experienced in the extraction and manipulation of data to support risk model development and monitoring.
Experience of building a wide variety of Basel models and a good understanding relevant regulations.
Experience of producing monitoring including transition matrices and vintage analysis, understanding of stock and flow, experience of setting tolerances.
A natural ability with numbers, with the ability to work quickly and at a high level of detail and accuracy, and a highly analytical approach to problem solving.
Demonstrable delivery track record, excellent time management, planning organisational skills, team working and communication (both written and verbal).
A high level of drive and initiative - a self starter. Good track record of delivering analytical/modelling projects in a timely fashion.
The following are nice to have but are not essential for the role;
Postgraduate qualification in a relevant subject (maths, statistics, operational research, economics).
Knowledge of calibration and reporting processes.
Understanding of economics and econometrics.
Practical experience in the use of statistical packages.
If you are interested in the role then please do not hesitate to apply