Credit risk Analytics/SAS
Credit risk Analytics/SAS - 55K
Keywords: Credit risk life cycle, Collections, Strategies, Model Development, Stress Testing, Impairment, Forecasting, Data Science, IFRS, Basel, BCBS239, Credit Risk Analytics, Validation, SQL.
My Client is a specialist credit risk consultancy that is rapidly expanding due to its continued success and as a result is looking for top talent within across the wholesale and retail banking arena. This is a fantastic opportunity for anyone looking for immediate autonomy and an unprecedented career trajectory within the credit risk space.
Key Responsibilities Include:
- Scorecard development
- Model validation and monitoring
- Portfolio evaluation and pricing
- Structured modelling data interface
- Collection Strategies
Key Skills/Competencies required:
- Credit Risk experience
Exposure of any of the following is ideal:
- Advanced Internal Ratings Based (IRB) and Basel II modelling
- Capital forecasting
- Stress testing
- Scorecard modelling
- Monitoring and validation
- Ideally good SAS or SQL skills
- A 2.1 or better in preferably an analytical degree (engineering, science, maths, economics)
Those that feel they are a strong candidate for the role should forward their CV's or contact Bethan on (see below) to find out more.
Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.