Twenty Financial Services are currently recruiting for a Credit Risk Modelling Analyst for a Tier 1 Bank in London.
The person filling this role will join the Modelling team within the Risk Analytics function; they will be accountable for developing credit models using SAS, as well as supporting the implementation of these models.
- Development of Credit risk models/ scorecards for the Analytics team with an extra focus on control, review and validation.
- Credit modelling across Capital, Pricing, Risk Reward, and Impairment functions.
- Creation of SAS code and model documentation to ensure a successful delivery of predictive models which are compliant with external and internal regulations.
- Monitoring and review of the models once in use; working closely with the validation team in order to analyse, approve, review and improve the models, enabling the firm to make efficient and successful credit decisions.
- Responsible for the end to end model development process.
- Excellent SAS skills (developing models from scratch using SAS).
- Model development experience from a Credit Risk background; working experience of Credit Risk Modelling.
- Understanding/ experience of BASEL 11 Accord, IFRS9 or IAS 39 is desirable, but not essential.
- Outstanding analytical skills; excellent understanding of data analysis and statistical techniques.