Junior Credit Risk Modeller Junior Credit Risk Modeller …

Huxley Banking & Financial Services
in London, England, United Kingdom
Permanent, Full time
Last application, 18 Jun 19
GBP40000 - GBP45000 per annum + benefits & bonus
Huxley Banking & Financial Services
in London, England, United Kingdom
Permanent, Full time
Last application, 18 Jun 19
GBP40000 - GBP45000 per annum + benefits & bonus
Credit Risk Modeller An award winning Boutique Bank based in the City of London are looking for a Credit Risk Modeller to join their expanding Credit Risk Analytics department. This is an exciting opportunity to work closely with the Credit Risk Modelling Manager in shaping and promoting data led solutions, whilst being heavily involved with the entire model development lifecycle.

Credit Risk Modeller

An award winning Boutique Bank based in the City of London are looking for a Credit Risk Modeller to join their expanding Credit Risk Analytics department.

This is an exciting opportunity to work closely with the Credit Risk Modelling Manager in shaping and promoting data led solutions, whilst being heavily involved with the entire model development lifecycle.

Key Responsibilities:

  • Managing the ongoing production of IFRS9 expected losses, whilst providing insight and recommendations on key outputs from regular monitoring/MI reports.
  • Development of additional IFRS 9 models should the Bank widen its product offering.
  • Enhance IFRS 9 model monitoring and management information packs.
  • Enhance the development of second generation IFRS 9 models.
  • Work with finance on Corporate Planning and stress testing (ICAAP model development and documentation).
  • Providing and presenting advanced analytical insights to aid the business and gaining exposure to Senior Stakeholders.

Key Skills:

  • 1-3 years industry experience
  • IFRS9 model building experience
  • SAS programming and documentation skills
  • Ability to build relationships with Stakeholders
  • Secured Credit Risk experience - Asset Finance, Mortgages, Wholesale Finance (any one is fine)

KEYWORDS: CREDIT RISK MODELLER, SECURED CREDIT RISK, SAS, IFRS9, MODEL BUILDING, MODEL MONITORING, DOCUMENTATION, STAKEHOLDER MANAGEMENT, BANKING

If you're interested in this Credit Risk Modelling opportunity then please apply with an updated copy of your CV and get in touch.

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Agency in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

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