Senior Analyst - Credit Risk Modelling

7 days left

Recruiter
Anonymous
Location
North Lanarkshire
Salary
35000.00 - 45000.00 GBP Annual + GBP35000 - GBP45000/annum
Posted
28 Jul 2017
Closes
25 Aug 2017
Category
Accounting
Function
Analytics
Contract Type
Permanent
Hours
Full Time
HR Consultancy are working on a new and exciting opportunity for an experienced Senior Analyst - Credit Risk Modelling to join a first class banking group in Glasgow city centre!

This is a fantastic time to join a forward thinking, innovative and exciting workplace who have their employees and customers at the heart of everything they do. This firm encourages a supportive and family environment, where their employees work hard and are rewarded with career progression paths and learning and development!

The role:
Model Validation - validating new and revised models as well as undertaking periodic validations of suites of models.
Covering one or more areas of modelling in the bank: Credit Risk Models (IRB, IFRS9, Decision Tools), Pricing Models, Stress Testing, Operational Risk Models.
Providing statistical expertise to inform the discussions between Model Development and IVU in the model build and model review processes.
Giving independent assurance to the Bank's Senior Management over the output and use of Models and ensure they are built and operating to internal and external regulatory standards. Where models are considered to be less than "fit for purpose", raising appropriate actions to bring about their remediation.
Data manipulation and extraction - Ability to extract appropriate data and relevant actionable analysis from a variety of sources.

You will have:
A proven track record of statistical model building or validation (minimum 1-2 years' experience)
Highly analytical with a good degree in a numerate discipline subject (e.g. maths, statistics, economics etc).
Excellent data mining skills
Good knowledge of R, SAS or SQL
Excellent data presentation and report writing skills, ideally for a Model Risk Committee or equivalent.
Good knowledge of Data Science, Big Data, Spark, Hadoop, Python or similar.
Good knowledge of Credit Risk Modelling (including PD, EAD and LGD models) or other finance modelling.
Good knowledge of Basel Capital Requirements or of IFRS9 / IAS39 Regulation with specific reference to credit models.

If you are looking for a modern supportive environment, future career progression opportunity and to join a friendly and welcoming team then please apply below!

Contact Neil Greene at HRC Financial Service Scotland