Description
Lorien are pleased to working with our Financial Services client who is looking for two Credit Risk Developers based in Newcastle.
Credit Risk Modelling Support
This role you will be developing, coding, and implementation of existing and future statistical IFRS9 & AIRB forecasting/stress testing model and ensuring projects, including model developments and implementations, comply with group risk framework. You will be implementing loss forecasting and stress testing to support the group in business planning and meeting its regulatory requirements with particular respect to producing their annual ICAAP/ACS stress testing exercise.
Skills/Requirements:
- Experienced in predictive models, AIRB and IFRS9 risk metrics.
- Experience in developing forecasting methodologies, hands-on experience and solid skills of credit risk modelling, working in a data-driven or quantitative role within financial services.
- Knowledge of statistical analysis methodologies such as GLMs, Decision Trees etc. Thorough understanding of various statistical methodologies including linear regression, logistic regression, and other advanced analytic methods
- Experience processing/mining/manipulation large datasets and understanding of risk data infrastructure/systems.
- Strong statistical, analytical and programming skills (SAS, SQL, R)
- Experience in submitting models for model risk committee approval and fronting model validation unit
Please send your CV or call to understand more.
We are an equal opportunities employer and welcome applications from all suitably qualified persons regardless of their race, sex, disability, religion/belief, sexual orientation, gender reassignment, marriage and civil partnerships, pregnancy or maternity or age