Description
Senior Risk Analyst
A Senior Risk Analyst with Credit Risk modelling experience is required on site at a large UK Retail Bank to support the implementation of a Basel II Retail model suite and provide SME Modelling experience.
Please apply if you meet the following criteria:
At least 5 years recent experience working with Risk Models within Retail Banking
Experience in Retail Expected Loss, Basel and Impairment models
Design, execute and document the testing strategy of the IT solution
Track record of implementing risk models into decision engines
Excellent Data Management, SAS and SQL skills
This is a fantastic opportunity to be part of a long term project with extensions available. Please apply ASAP to be considered.
Keywords: Risk Analyst, Credit Risk, Basel, Model, IRB, PD, LGD, EAD, Expected Loss, Impairment, Infrastructure