This is an exciting Credit Risk modelling role at a specialist Retail Bank. If you have modelling or validation experience in the Credit Risk space and are looking for your next opportunity where you will get a wider breadth of experience this is real gem of an opportunity.
- Enabling and supporting model development, implementation of model monitoring, calibration and stress-testing all with a key focus on IFRS9 second genreation models (PD, LGD, EAD).
- Develop solid relationships with various colleagues across the Bank and work across various areas in order to develop analytical and statistical solutions to problems.
- Lead on the development risk models which are business-critical.
- Practical experience of Credit Risk modelling, especially under the IRFS9 framework is essential.
- Extensive experience in a highly quantitative role in risk management, in either model development or validation, backed up by a solid educational background.
- Proficiency in SAS and MS Office and the ideal candidate will have some leadership experience and come from either a consulting or banking background.
- 1-3 years expereince ideal.
If this looks like an opportunity which you feel you could be good for and are interested in applying, please send you CV to email@example.com or call Chris on +442075327964 for more information.