Senior Credit Risk Modelling Analyst
Up to £60K
London/ Leeds/ Edinburgh (Hybrid)
A great opportunity to join a well known organisation who are passionate about what they do and are at an exciting time of growth and expansion.
Key Responsibilities:
Developing credit risk and pricing models, used for regulatory and business purposes.
Validating and challenging these models on areas such as model design, model performance and model implementation.
Stress testing exercises, ranging from operational execution to model development and validation.
Processing large credit risk datasets and assessing or improving data quality.
Integration of ESG across data, models (IRB, IFRS 9, stress testing) and risk processes.
Interpretation and implementation of regulatory requirements and supervisory expectations.
Remediation of supervisory findings (ECB/DNB).
Ad-hoc assistance on business development activities, e.g. client events / roundtables, client meetings, workshops, pitching, drafting proposals and creating marketing material.
Presenting and discussing results with senior management.
Key Requirements:
You bring 4 + years' experience in risk, analytics or data science for banks, obtained by working for a bank, consulting firm or regulatory body.
You bring significant ...