Senior Credit Risk Modeller

Recruiter
BCT Resourcing
Location
London, London
Salary
£40,000 - £50,000 per annum
Posted
05 Aug 2017
Expires
02 Sep 2017
Ref
1449706
Contract Type
Permanent
Hours
Full Time
Senior Credit Risk Modeller
To £50,000
South

Role overview:

Client is one of the most exciting challenger banks in the UK looking for a Senior Credit Risk Modeller to work underneath the Head of Credit Risk Modelling. This role will give the successful candidate the chance to support my client as they aim to become IRB accredited. Through this you will be responsible for developing, monitoring, validating and recalibrating all credit risk models for the business.

My client are currently implementing a number of models to support the delivery of the IFRS9 compliant impairment framework whilst also continuing the implementation of an IRB framework. My client have ambitious growth plans and plan on doubling their credit risk team over the next 12 months, which if the successful candidate chooses, can move into management relatively quickly.

Required experience:

* Prior experience of model development, monitoring, validation or calibration essential
* Experienced in the development of IRB models
* Model recalibration experience desirable
* Extensive experience using SAS/SQL
* Educated to Masters level in a numerate subject is desirable

This role will not be on the market for long with telephone interview slots scheduled for next week. Send across your CV ASAP or give Luke a call on to hear more.

Credit Risk / Regression / IRB / PD LGD EAD / IFRS9 / SAS / SQL / Modelling / Modeller/ Portfolio / PCA / Credit Card / Collections / Development / Model / Risk Analysis / AIRB / Mortgages / Basel / Analyst /