Credit Risk Modelling Manager - City of London


Premium Job From BCT Resourcing

Recruiter

BCT Resourcing

Listed on

17th June 2019

Location

London

Salary/Rate

£60000 - £60000

Type

Permanent

Start Date

2019-06-17

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Credit Risk Modelling Manager

City of London

Up To £60,000

Zone 1 London

Exciting new requirement for a risk modelling manager to assist my client in the development of their retail and commercial credit risk models (including Scorecards, AIRB, IFRS9 and forecasting models).

Responsibilities:

* Taking a leading role in the design, development and implementation of their new AIRB models for my clients retail portfolios

* Leading a team of 3 analysts, offering support where necessary

* Chairing monthly model reviews

* Ensure all models are monitored correctly and clearly communicate the models performance to various stakeholders

* Apply various statistical methods in the development of the new models

* Reporting into the Head of Risk Models you will be required to have strong stakeholder engagement experience

Requirements:

* Strong experience in the development in risk models

* Expert user of modelling tools such as SAS, FICO model builder, SPSS, R, Matlab

* Experienced in managing/leading modelling professionals

* Strong communication skills

* Ideally experience across both retail and commercial portfolios

* Educated to at least degree level in a numerate subject

If interested in applying to the above position, click the link and apply ASAP to be considered for this opportunity.

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