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Credit Risk Modeller

  • Location:

    England

  • Sector:

    Accountancy & Finance

  • Job type:

    Permanent

  • Salary:

    £30000 - £50000 per annum

  • Contact:

    Sylvonn Dupuis

  • Contact email:

    Sylvonn.Dupuis@oliverjames.com

  • Job ref:

    JOB-112021-155036_1636635919

  • Published:

    28 dagen geleden

  • Expiry date:

    2021-12-11

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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