Description
Senior Credit Risk Analyst
A highly motivated Senior Credit Risk Analyst is required for a leading financial services organisation.
An excellent opportunity has arisen for a highly motivated Senior Credit Risk Analyst to be part of the International Credit Risk Modelling Team. This is an exciting opportunity for a high calibre SAS Modeller, to join a team in a changing and challenging environment, which offers considerable scope for personal development.
Headline responsibilities will include supporting the development and validation of Principal Finance (Corporate/Financial Institution) probability of default (PD) and loss given default (LGD) risk rating models and enhancement- using SAS and SQL- of Wholesale and Internationals risk management capabilities to ensure internal and regulatory/Basel II compliance.
More specifically:
- More specifically, the Senior Credit Risk Analyst will have the following responsibility:-
- Support Manager and Senior Manager in the design, development and validation of credit risk models and processes, using SAS and SQL.
- Support in researching the market for potentially new credit risk modelling improvements and techniques.
- Support in evaluating the business impact of proposed new model implementations through sensitivity analysis of parameters used in capital calculations.
- It is expected the job holder will have a numerical or statistical background. Existing knowledge and experience of the following is considered to be highly beneficial:
o Design, development and validation of IRB credit risk models
o Knowledge of statistical modelling techniques
o Experience of using SAS/SQL or other data mining skills
o Experience of interrogating large datasets
Managerial responsibilities:
- Support in the management of credit risk modelling projects by maintaining relevant parts of the project plan and roadmap.
- Source of technical knowledge within Principal Finance and the wider Credit Risk Manager team.
An exciting opportunity for a driven, ambitious Senior Credit Risk Analyst, with rounded experience in Credit Risk Modelling and SAS, to join a leading financial services organisation based in. Excellent career progression and scope, along with a fantastic base salary and benefits.