Senior Risk Modelling Manager

  • GBP75000 - GBP90000 per annum + Competitive Benefits
  • London, England, Großbritannien
  • Festanstellung, Vollzeit
  • Aston Carter Ltd
  • 13 Aug 17

Opportunity An exclusive opportunity to join a market leading specialist bank and Asset Manager in their IFRS9 model development and implementation programme. Dynamic working environment, flat management structure and autonomy on statistical approaches.

Role

The primary focus of this role will entail producing high quality statistical risk models such as PD, EAD, LGD across the Basel Suite. The right candidate will work to maintain credit risk appetite metrics to deliver on regulatory deadlines.

This opportunity is ideal for someone with good experience in a large bank or consultancy where they have had access to a variety of products, both secured or unsecured and are now looking to gain wider exposure in the market.

IFRS9 is a key deliverable at this time, but that will not be a limit to the projects you can get access to, and with a very autonomous working environment you will be able to take the lead on projects.

Examples work you will have previous experience in include:

  • Credit Risk strategy analysis
  • Strategy management
  • Scorecard development
  • Provision model development
  • Fraud detection models
  • Credit risk Analytics

Requirement

  • 4+ years previous experience in a development/implementation function with a key focus on provisioning standards.
  • Hands on model development in SAS, R, SQL , MATLAB or Python
  • Academics ideally within Mathematics, Statistics, or any numerate discipline
  • Strong stakeholder management
  • Data Analysis
  • Retail and Corporate Banking products

If you feel that you have experience in the above or are interested in the above please send you CV to cjarvis@astoncarter (.com) or alternatively please call Chris Jarvis on 02075327964 for a discussion.

Key Words: Credit Risk, Consulting, Scoring, Modelling, IFRS9, Probability of default, Loss Given Default, Regression Modelling, Stress Testing, Model Validation, Impairment, Capital Modelling, Regulatory, Basel II, Risk Analytics, Data Analysis, Statistical Modelling, PD/ED/EAD, AIRB, Scorecard Development.

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