Twenty Financial Services are currently recruiting for a Senior Modelling Analyst AVP and a Modelling Manager VP a for a Tier 1 Bank in London.
The successful candidates will join the Retail Credit Modelling team within the Quantitative Analytics function; they will be accountable for developing credit risk models using SAS across Retail, SME or Wealth Portfolios. The manager hired will have three direct reports.
- Development of Credit risk models/ scorecards using SAS with a focus on a wide range of products (mortgages, current account, credit cards, unsecured loans, wealth, business banking)
- Credit modelling across Capital and Impairment, Business, Pricing, Risk Reward functions using logistic regression
- Responsible for the end to end model development process
- Delivery of new modelling techniques and strategies
- Work closely and frequently with a wide range of senior stakeholders
- Excellent SAS skills (developing models from scratch using SAS).
- Model development experience from a Retail Credit Risk background is desired; working experience of Credit Risk Modelling
- Outstanding analytical skills; excellent understanding of data analysis and statistical techniques including logistic regression
- Ability to develop new modelling techniques to enhance processes across the bank
- Strong ability to interact and challenge senior stakeholders across the Bank