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Senior Modelling Analyst - SAS , Modelling , Risk

Job Title: Senior Modelling Analyst - SAS , Modelling , Risk
Contract Type: Permanent
Location: London
Industry:
Salary: £50000 - £60000 per annum
Reference: BBBH13870
Contact Name: Carl Ashdown
Contact Email: carl.ashdown@twentyrecruitment.com
Job Published: January 06, 2017 17:16

Job Description

Senior Modelling Analyst - SAS , Modelling , Risk

This is a fantastic opportunity for a Senior Modelling Analyst to join a growing team at a leading bank in Canary Wharf. In this role you'll be responsible for the development of models and supporting model implementation. As such this role will be involved in other credit modelling activities (capital, Impairment & pricing.)

Key Accountabilities:

  • Model development and analytics responsibilities across the division
  • Provide business with insights and recommendations in order to improve strategy and process
  • Develop high-standard SAS code and model documentation. Delivering robust, predictive models and tools that are compliant with both internal and external regulations.
  • Ensure accurate implementation of models and support their use, interpretation and monitoring
  • Participation with stakeholders across the business in order to understand their issues, objectives and priorities; suggest and discuss potential solutions.
  • Help to communicate the results of the models developed or other analytics to business owners; help to drive business actions based on the results.

Your Skills;

  • A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression).
  • An ability to produce reports and interrogate systems to produce analysis and resolve discrepancies/queries.
  • Expertise in the use of SAS Stat procedures such as "LOGISTIC", "REG" and "SCORE"

Useful to have;

  • Full understanding of Credit Risk Processes and Strategies, including knowledge of credit loss provisioning.
  • A good understanding of the Group's Model Risk Policy.
  • An understanding of the fundamental principles of the Basel II Accord and / or of IAS 39 / IFRS9.


If you're a Senior Modelling Analyst with expertise in SAS and you're looking for a new opportunity with a leading UK banking client then please send me your CV ASAP.