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
- 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
- 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