Senior Credit Risk Analyst- Capital Modelling

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Job Description

Role & ResponsibilitiesExecution of the Pillar 1 and Pillar 2 credit quantificationTest and monitor existing credit risk models and sub-components and make recommendations for enhancementSupport and optimise template structures to deliver final stress test results for internal and external requirements e.g. SSM, ICAAP.

Skills & Qualifications2+ years' experience in a forecasting, stress testing or modelling role in Retail Credit RiskMinimum Bachelor's Degree in a highly numerate oriented subject like mathematics, statistics, actuarial science, econometrics or quantitative finance/science.Highly PC literate with a good knowledge of Microsoft applications and experience in SAS, SQL or VB. SAS in particular would be advantageous