Credit Risk Modelling Manager - London
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Credit Risk Modelling Manager
To 60,000
Central 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.
Credit Risk / Regression / IRB / PD LGD EAD / IFRS9 / SAS / SQL / Modelling / Modeller/ Portfolio / PCA / Credit Card / Collections / Development / Model / Risk Analysis / AIRB / Mortgages / Basel / Analyst /