Retail Credit Risk Modeller


Premium Job From Huxley

Recruiter

Huxley

Listed on

4th June 2018

Location

London

Salary/Rate

£650 - £750

Type

Contract

Start Date

25/06/2018

This job has now expired please search on the home page to find live IT Jobs.

A Top Tier Investment Bank, based in London, are recruiting for a Quantitative Risk Modeller to join their new retail credit risk function on a contracting basis, with the aim to improve their risk management by providing analytics-based measures of credit risk to support business origination.

Responsibility:

* Assist with development of new retail credit risk scorecards (PD, LGD, EAD) and cash flow models

* Support or drive enhancement of existing credit risk scorecards in order to improve their performance or their applicability to other risk measurement requirements (e.g. IFRS9 or stress testing)

* Support deployment and maintenance of credit risk models on existing risk systems

Required Experience:

* University degree in a quantitative or technical field.

* Good understanding of statistics and familiarity with sophisticated tools for numerical analysis.

* Strong data management and system deployment skills.

* Good knowledge of retail credit process and products ideally within Personal Lending and Credit Cards.

* SAS programming skills.

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

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