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Senior Credit Risk Modeller

Date posted: 28 Jan, 2015
Ref: Ref:rm280115
Industry: Risk
Salary: £45000 - £50000 + Excellent Benefits
Location: Leeds
Contract Type: Permanent
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Further Information

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

Reporting to the Head of Credit Risk you will support Credit Risk team building and supporting credit risk models used for IRB or other business needs. Your key responsibilities will include;

  • Developing Credit Risk models within the business
  • Supporting the development and maintenance of an IRB modelling approach for Basel II retail Credit Risk (PD, EAD, LGD).
  • Enhancing the companies modelling capabilities.
  • Developing the knowledge and understanding of modelling within
    the business

You will have at least 3 years experience within Risk, Financial industry or in a
sector with exposure to relative statistical modelling. You will have in-depth knowledge and understanding of statistical aspects : Logistic-Linear Regression, Scorecard development; GINI coefficient; KS- statistics; Reject inference techniques; Data sampling; Data mining; Markov chains; and time series modelling approaches. My client offers a competitive base salary , benefits and career progression. 

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