Description
Senior Modelling Analyst - Banking - £400-£500 a day - 6 months - London
The role is within the credit risk sector, specifically in credit scoring, with analysts working to build and deliver PD, LGD and EAD models.
This is a SAS-reliant credit scoring role, you will be working as part of a valuable modelling team, your expertise scorecard modelling will be used to help build the required models.
The Role
- Ensure that models are in line with the regulatory guidelines
- Lead strategic model development projects, providing technical expertise and business knowledge to a team of credit risk specialists
- Work with Credit Models team on to under performance of PD & LGD models
Applicant requirements:
- A Degree in statistics, business finance, economics, mathematics, engineering or related field
- Financial services industry experience.
- Proven experience of building and developing credit risk models (PD, LGD, EAD), including scorecards
To discuss role in more detail please send in your CV to (see below) or call Lukas Genever in complete confidence ASAP.
KEYWORDS
SAS, scorecard, decision science, modelling, SAS modelling, modeller, credit risk, financial service, retail finance, credit risk model, risk model, credit model, PD, LGD, EAD, IRB, logistic regression, roll rate, reject inference, linear regression, SAS Base, SAS Enterprise Miner, Data Mining, London, Greater London