Credit Risk Analyst

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Senior Credit Risk Analyst

A Senior Credit Risk Analyst is required at my banking client to join their Credit Risk Modelling team on an initial 6 month contract.

You will be joining the team to assist in the technical review of their IFRS 9 and other Retail Credit Risk models, assessing their strengths and weaknesses and providing solutions for potential improvements. Previous experience working with IRB Regulatory Models, Scorecards or Pricing Models is essential.

Please apply if you meet the following criteria:

Previous Credit Risk model review work essential covering either Scorecards, Pricing Models or IRB models

IFRS 9 or IRB Modelling experience

Familiarity with SAS packages

Previous risk model development and/or validation experience

If interested, please apply asap as interviews are to take place immediately!

Keywords: Credit Risk Modeller, Credit Risk Analyst, Model Review, Model Validation, Credit Risk Model, IFRS 9, IRB, PD, LGD, EAD, SAS, Capital and Impairment, Secured Portfolio, Mortgages, Unsecured Portfolio

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