Credit Modelling Analyst/Team Lead

  • 55k - 65k
  • London, England, United Kingdom
  • Permanent, Full time
  • Skillfinder International
  • 07 Sep 17

I am currently looking for a Credit Modelling Manager working for an investment bank in London on a permanent.

Credit Modelling Manager 

I am currently looking for a Credit Modelling Manager working for an investment bank in London on a permanent. 

You will be leading the team of developers and business analyst with the roll out, training and implementation of the models within credit and the business. 


Responsibilities: 

• Documentation of the methodology, process and techniques used in models developed 
• Development, prototyping and implementation of portfolio risk metrics and models. 
• Supporting the development and recommendations for internal capital methodologies and assisting the Internal Capital team with implementation 
• Research, design and implementation of best practice methodologies for quantifying credit risk 


Essential Skills: 


• Regulatory Knowledge around Basel III and standardised models 

o Commensurate level of Computer processing skills, e.g. Visual Basic, Matlab, R, SAS 
o Proficient in Excel, databases/ SQL and Microsoft Office 
• A statistical, mathematical, financial or economic background 
• An understanding of the IRB Modelling requirements and process. 
• Experience in developing IRB models for low default portfolios, particularly specialised lending portfolios 
• Experience in developing practical solutions for modelling risk where little data is available. 

Please get in touch with your CV.