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Credit Risk Modeller

Date posted: 31 Jan, 2019
Ref: Ref:crm310119
Industry: Risk
Salary: £40000 - £45000 + Bens
Location: Birmingham
Contract Type: Permanent
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Further Information

My client is an established Financial Services provider based in Birmingham. Due to the continued success of the business and subsequent expansion of the Credit Risk function they are currently recruiting for a Credit Risk Modeller. 

Reporting to the Credit Risk Manager your main responsibilities will include;

  • End to end development of IRB LGD models, including data collection, statistical modelling and monitoring performance of the model
  • Research and interpretation of the IRB regulatory guidelines as laid down by the PRA
  • Presentation of models and outputs to the  internal governance committees
  • Creating and producing the regular monitoring of the stability and accuracy of the models,
  • Producing in-depth documentation of the models to meet the required regulatory standards
  • Implementing the models into the live environment 
  • Ensuring data integrity, documentation, validation, stability and controls are in place for all data elements used within the modelling

You will be a Credit Risk professional with in depth knowledge and understanding of general statistical modelling. You will have Modelling experience using SPSS, SAS or SQL. My client offers a competitive salary and benefits and good scope to progress. 

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