Retail Credit Risk Modeller
Recruiter
Listed on
Location
Salary/Rate
Type
Start Date
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