Description
CREDIT RISK, MODELLER, MODELS, QUANTITATIVE ANALYST, PD, LGD, EAD, PROBABILITY OF DEFAULT. EXPOSURE AT DEFAULT, LOSS GIVEN DEFAULT, RETAIL BANKING, CONSUMER FINANCE, SAS, IFRS59, IRB, BASEL,
My Client, a leading Global Retail Bank is currently searching for a Credit Risk Model Manager.
The successful candidates MUST attain clear experience in the following:
- PD, LGD and EAD model development experience within Retail banking portfolios.
- Detailed experience of statistical analysis using SAS.
- Pro experience of recent regulations such as IFRS9 and IRB.
- The ideal candidate will come with proven experience managing a small team.
- Strong stakeholder management skills are also vital to be successful in this role.
- High degree of mathematical literacy/qualifications.
- Prior experience working within similar retail or consumer finance institutions
Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. It is a company within the Allegis group of companies, the fourth largest staffing group in the world, (collectively referred to as the "Allegis Group"). TEKsystems, Aston Carter and Aerotek are trading names of Allegis Group Limited. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Statement. Please note when you give us your data, we will share it within Allegis Group and this involves the transfer of such data outside the European Economic Area, subject to the protections described in the Allegis Group Online Privacy Statement.