Job Description
Senior Credit Risk Modelling Analyst- Yorkshire or North East- Up to £60K!
To support Credit Risk team developing, monitoring, and maintaining credit risk models used across the organisation, within capital, provisioning, customer decisioning and other business needs.
Key Responsibilities:
* To develop Credit Risk models.
* To support the wider range of statistical modelling.
* To support the development and maintenance of both IRB models for Basel III retail Credit Risk (PD, EAD, LGD), and customer decisioning models.
* To enhance the organisations modelling capabilities.
* To develop the knowledge and understanding of modelling within the business.
* To lead production of regular model MI, distilling drivers of analytical trends, and communicating these to senior management and business stakeholders
* To drive medium and long term forecasting models whilst engaging all stakeholders in other business areas and ensure functional impacts are incorporated accurately and transparently.
* To explore new modelling approaches (clustering, segmentation, strategic analytics approaches etc.) for use in regulatory or operational risk models.
* Provide guidance and support to junior analysts.
Key Requirements:
* Previous experience within a Retail credit risk experience in a analytical role.
* Model development/data science experience
* Coding proficiency, SAS/Python is desirable but not essential
* Credit risk modelling experience, this can include but is not limited to scorecards, IRB/Basel, IFRS9
* Experience presenting/sharing insights with technical and non-technical audiences
* Experience mentoring/coaching is desirable but not essential
Send your CV to nmohamed@merje.com
*Must be based in the UK with right to work as no sponsorship can be provided*