Modelling Analyst - Credit Risk

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Risk Model Validation Analyst - Credit Risk

Edinburgh

Up to £55,000 plus a competitive benefits package

Are you a Credit Risk Model Validation Analyst with an interest in Capital and Impairment? This role offers you the opportunity to be responsible for the validation of models which will be used within the companies UK portfolios.

These models will be used within the business to forecast Impairment Charge and as well as developing the models, you will be responsible for the supporting of model implementation and their use.

THE COMPANY

This is your opportunity to work for one of the world's leading Financial Services who engage with personal banking, Credit Cards, corporate and investment banking as well as wealth management.

DAY TO DAY RESPONSIBILITIES

* Validation of Impairment, PD, EAD and LGD models.

* Provide business with insights and recommendations in order to improve strategy.

* Constantly identify new ways to improve the models and processes.

* Lead modelling projects from end-to-end.

* Identify and use cutting edge technologies to develop best in class decision tools.

* Stakeholder Management.

WHAT IS REQUIRED FROM YOU

* Knowledge of Data Analysis, theory and Multivariate Statistical techniques.

* A degree or equivalent in Statistics, Mathematics or a related area.

* Track record in building predictive models whilst using SAS.

* Fully understanding of Credit Risk Processes and Strategies

* Ability to lead a team.

BENEFITS

You can expect to earn up to £55,000 plus a competitive benefits package.

HOW TO APPLY

Please register your interest by sending your CV via the Apply link on this page.

KEYWORDS

Credit Risk - Modelling - Model - Analyst - SAS - PD - EAD - LGD - Probability of Default - Exposure at Default - Loss Given Default - Strategy - Capital - Impairment - Forecasting