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Lead Modelling Analyst - Northamptonshire

Job Title: Lead Modelling Analyst - Northamptonshire
Contract Type: Permanent
Location: Northamptonshire, England
Industry:
Salary: £45000.00 - £55000 per annum
Reference: BBBH16437_1505472261
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: September 15, 2017 11:44

Job Description

Twenty Financial Services are currently recruiting for a Lead Modelling Analyst for a Financial Services Company in Northamptonshire

The person filling this role will join the Modelling team within the Risk Analytics function; they will be accountable for developing Capital and Impairment and Credit Risk models using SAS, as well as supporting the implementation of these models through extensive interaction with stakeholders

Responsibilities

  • Development of Credit risk models/ Capital and Impairment models/ Decision models and Scorecards for the Analytics team.
  • Creation of SAS code and model documentation to ensure a successful delivery of predictive models which are compliant with external and internal regulations
  • Responsible for the end to end model development process
  • Monitor and track models, working with the wider business

Key Skills

  • Excellent SAS skills (developing models from scratch using SAS).
  • Model development experience in SAS; working experience Risk Modelling (ideally Credit Risk)
  • Understanding/ experience of IFRS9 framework is desirable, but not essential
  • Outstanding analytical skills; excellent understanding of data analysis and statistical techniques


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