Credit Risk Modeller


Premium Job From BCT Resourcing

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.

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