Credit Risk Modeller- Leeds

Job description

The Role

Responsibilities:

As a key member of the team, the successful candidate will be advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate or build credit risk measurement models.

The individual will also be expected to complete technical analysis for workstreams within both IFRS9 and credit risk modelling engagements.

The individual will also be required to apply their skills to a broad range of credit risk related issues supporting both regional and national propositions.

The Person

Qualifications & Skills:

We’re recruiting for both Analyst and Advisor level positions, dependant on level of experience. For both levels you’ll be expected to have:

Experience in credit risk modelling techniques. Detailed working knowledge and experience of all aspects of model development and validation including the following:

• Data extraction and pre-processing
• Modular model development
• User acceptance testing
• Model performance assessments
• Production of model monitoring reports

Ability to communicate risk/finance requirements of modelling to the reciprocal function, i.e. risk to finance and finance to risk.
Flexibility and agility to contribute in a senior capacity to a broad range of credit risk engagements.
Excellent oral / written communication, planning, project management, networking and influencing skills
Flexibility to work across the UK (and internationally) where required
A mathematics/Statistics degree is beneficial.
Experience in IFRS9 and IRB is considered a material benefit.

Experience and Background:

Ability to understand and execute programming code including VBA, R, Python, SAS, MatLab, C++, SQL etc
Relevant Sectoral experience – Developing Retail/ Wholesale banking PD/EAD/LGD models and scorecards