Connecting...

SAS Credit Risk Modelling (AVP and VP) - Banking - London

Job Title: SAS Credit Risk Modelling (AVP and VP) - Banking - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £50000 - £90000 per annum
Reference: BBBH19088_1531928060
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: July 18, 2018 16:34

Job Description

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.

Responsibilities

  • 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

Key Skills

  • 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