Risk Modelling Analyst

Senior Risk Modelling Analyst
London
To £65,000

Client is a leading cards provider in the City of London, they are seeking to speak to risk modelling professionals to join a growing risk modelling function. This is a fantastic opportunity for an experienced risk professional who is looking to make the next step up in their career. Client has one of the largest consumer portfolios in the UK at present and are leading the way in regards to the calibre of their risk professionals. This is a very sought-after role within a highly regarded company.

The role

The purpose of this role will be to support the development of my clients risk modelling function - working directly under the Head of Risk Modelling this role will have fantastic exposure across the business;
You will develop, monitor, validate and recalibrate all credit risk models across the business;
This is a very technical role and you will look to improve the current suite of IRB models through constant validation and recalibration of these models;
Within 6 months this role has the view to move into a management role;

Required skills and experience:

Hands on model development experience
Model validation and calibration experience ideal
Experience in the development of IRB or IFRS9 models essential
Strong experience using SAS/SQL programming tools
Desirable to have impairment model development experience
Educated in a quantitative field at bachelors/masters level essential

Benefits

* Salary up to £65,000
* Competitive benefits
* Element of flexi working