Credit Risk Analyst

Aston Carter
30000.00 - 60000.00 GBP Annual
13 Feb 2017
19 Feb 2017
Contract Type
Full Time

I am currently working with a top tier bank who are building out their centralised unit for the validation of statistical models, this team will be servicing departments across the UK with oversight of over 400 different models used in all banking products.

This is an opportunity to work on one of the widest range of statistical models that are currently available within the market, with a focus on large scale projects with strict regulatory deadlines.

The successful candidate will gain the opportunity to work directly with different offices within risk and modelling, and well as the possibility to rotate across retail, wholesale, and market risk on a project basis.

This role can be based in either a London or Halifax office.

Key responsibilities:

  • Engage with stakeholders from Director and below
  • Liaising with teams across the UK, both remotely and directly.
  • Review model documentation and work independently with model owners to ensure this in in line with policy
  • Some model calibration on an ad hoc basis
  • Program with SAS on a daily basis, with some R

Key Skills/Competencies:

  • Coding with SAS, and R
  • Experience within retail banking or an asset finance function
  • Demonstrable experience in the building or validation of statistical models
  • Strong ability to present to senior stakeholders, and manage internal relationships.

Those that feel they are a strong candidate should forward their CV's

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