Description
Credit Risk Modeller
A fantastic opportunity has arisen for an experienced Analyst to join a leading bank based in London.
Key Accountabilities:
- Apply advanced statistical/technical methods in the development of new initiatives, championing best practice and challenging other analysts' work.
- Ensure all development activity (incl. documentation, implementation etc.) meets Credit Risk Regulation & Modelling best practice and where appropriate ensure compliance with Group Risk standards, IFRS9 and other regulation. Steer all developments through the relevant internal and external governance process.
- Challenge all existing processes and pro-actively identify and implement improvements in all areas of phases of technical developments, incorporating wider business knowledge.
Essential Skills:
- A good degree in a numerate subject with knowledge of advanced statistical and analytical techniques.
- Good experience in the development of Credit Risk models.
- Experienced in the extraction and manipulation of large data to support risk model development, eg defining observation periods, outcome periods, linking multiple data tables and equivalent experience for other modelling approaches.
- Experienced and competent in the use of computer-based software and/or statistical packages (in particular SAS and SQL).
Interviews start next week so if you're interested apply now!
SThree are committed to ensuring equal opportunities, fairness of treatment, dignity, work-life balance and the elimination of all forms of discrimination in the workplace for all staff and job applicants.