Senior Credit Risk Modeller

Posted 7 June by Harnham - Data & Analytics Recruitment
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SENIOR CREDIT RISK MODELLER

UP TO £55,000

NOTTINGHAM - 2 days a week

A lender in Nottingham is looking for a credit risk modeller to join their team to focus on IFRS9 and scorecard models.

THE COMPANY

This lender offers a few products for their customers and places a real importance on doing well by the customer. They have a great culture with a good work life balance.

THE ROLE

You can expect to be involved in the following day to day:

  • Develop new IFRS9 models across PD and LGD
  • Optimise applicational scorecard models
  • Oversee work stress testing models and ICAAP submissions
  • Collaborate with different teams and senior stakeholders within the business

SKILLS AND EXPERIENCE

  • Experience using SAS/Python/R
  • Experience working with credit risk models
  • Experience within IFRS9 or IRB
  • A strong university degree in a numerate discipline

HOW TO APPLY

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

Required skills

  • Python
  • EAD
  • IRB
  • LGD
  • SAS
  • R
  • PD
  • Scorecards
  • IFRS9

Reference: 52815074

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