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Credit Modelling Analyst - Financial Services - London

Job Title: Credit Modelling Analyst - Financial Services - London
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £50000 - £60000 per annum
REF: BBBH15759_1499256095
Contact Name: Charlotte Emms
Job Published: 16 days ago

Job Description

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.

Responsibilities

  • 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.

Key Skills

  • 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.