Credit Risk Modeller

London  ‐ Onsite
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Description

Credit Risk Modeller (EViews/SAS/SPSS/R)

This role is focussed on credit risk quantification & modelling, although wider experience in risk management will prove advantageous. At management grade, the role consists of managing projects for the client and overseeing a team of analysts to ensure their contribution meets requirements.
*You will manage consulting teams on a variety of projects across our client base.
*You will also be expected to contribute actively to the capability of the firm
*The role will require you to apply subject matter and client knowledge with delivery know-how to create solutions for our clients that are both compelling and relevant.

The role requires the ability to:

*Apply advanced knowledge of statistical and other modelling methods to any part of the model life cycle from development through to review and governance;
*Manage a project, allocating work to balance task completion ensuring that all developments and analysis are of the highest technical quality, can be implemented, meet business requirements and are delivered on time and to budget.
*Ensure all developments comply with internal and external standards and regulations. Drive forward process to achieve sign off of all technical developments from internal and external governance processes, as appropriate.
*Embody a "can do" attitude to meeting stakeholder requirements and leading by example.
*Provide technical leadership to project team;
*Communicate outputs of analysis clearly with stakeholders and business contacts, showing awareness of wider business impact.
*Adapt communication style and approaches to articulate findings, business impacts and recommendations coherently and effectively to fellow analysts.
*Ability to scope, design, develop and implement projects.
*Act as a point of contact throughout the design development and implementation life cycle with stakeholders; be recognized as an expert with an appreciation of other areas of credit risk.
*Be effective at managing own time, delivering all tasks to agreed timescales, pro-actively escalating any risks to delivery and proposing solutions to those issues.

Strategy and People
*Raising the profile of the firm in its chosen markets by delivering quality work to our clients.
*Developing trusted, influential and long term relationships with the firm's clients that result in our client becoming the 'go to' firm within its core areas of expertise and service offerings.
*Being an advocate for the firm at all times representing its core values.
Client Delivery
*Takes overall delivery responsibility for the project
*Tracks delivery against objectives and actively seeks feedback from line manager
*Uses our clients standard methodology/approach when appropriate and applies quality assurance standards
*Maintaining a continuous commitment to the excellence of the work undertaken and deliverables completed so that the firm's senior client relationships are deepened and it is retained for future engagements

Skills Specification

*Retail Banking experience - eg Mortgage - AVM (automated valuation modelling) and AIV (automated income verification)
*Graduate (ideally 2:1 or above) in a numerate subject, preferably with knowledge of advanced statistical and analytical techniques
*Postgraduate qualification in a relevant subject (maths, statistics, operational research, economics)
*Understanding of credit risk scorecards, Basel models, impairment (ideally IFRS 9), stress testing, forecasting
*Practical experience in the use of statistical packages and/or programming languages (eg EViews, SAS, SPSS, R).

Credit Risk Modeller (EViews/SAS/SPSS/R)

Due to the high volume of CV responses for this role, we may not be able to contact all applicants. If you have not heard back from us in 5 working days, we would encourage you to contact the consultant directly.Streamline Connections Ltd cannot accept liability for any errors or omissions in the contents of this message, which may arise as a result of e-mail transmission. Please note Streamline Connections Ltd may monitor, analyse and archive email traffic, data and the content of email for the purposes of security, legal compliance and staff training.

Start date
ASAP
Duration
12 Month
From
Streamline Connections
Published at
18.01.2016
Project ID:
1052881
Contract type
Freelance
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