Credit Risk Modeller
Recruiter
BCT Resourcing
Listed on
15th November 2021
Location
United Kingdom
Salary/Rate
£30000 - £50000
Type
Permanent
Start Date
2021-11-11 13:05:17
This job has now expired please search on the home page to find live IT Jobs.
I am recruiting for a number Credit Risk Modellers within financial services.Key Responsibility:
* Buildling and maintaining credit risk models (IRB, PD,EOD and LGD)
* Responsible for producing IFRS 9 credit risk models based on business and regulatory requirements.
* Collabortng with other modellers including other internal stakeholders to achieve best practice
* Supporting the model stress testing and ICAAP forecasting
Key Experience:
* Previous experience within an Financial Services organisation
* Experience using SAS, SQL
* Desirable programming skill Python and R
* Strong analytical skills partnered keen attention to detail
If you are interested in this role please apply with your CV.