Description
Credit Risk Modelling Manager / Leeds / £55KPurpose Of The Role
- Maintain and develop credit risk models following industry standerds.
- Development and maintenance of the Society's credit risk models including but not restricted to:
- Application & behavioural scorecards
- Probability of Default (PD) models
- Loss Given Default (LGD) models
- Exposure at Default (EAD) models
- Capital & Loss models
- Forecasting & stress testing models
- Econometric models
- Liaise with the business to identify requirements for new models and ensure models are developed with appropriate
Technical Skills and Experience
- Strong Stakeholder management.
- Able to lead and co-ordinate
- Able to tailor presentation and communication style dependent on the audience
- Deep expertise in model building and operating credit models under a strong model governance framework
- Analytical and technical skills
Salary - £50,000 - £60,000
Contact Details
Please contact Sunita Patel on to discuss further or forward you CV via the link below.