Contract Credit Risk Modeller - 6 Months

Yorkshire Building Society has an exciting opportunity for a Credit Risk Modeller to work on their programme to deliver Advanced IRB status for Credit Risk Management.

You will be required to develop components of the Ratings System (PD, EAD and LGD modelling including long run average/downturn calibrations) for one of the Society's Retail Mortgage portfolios

THE FOLLOWING EXPERIENCE IS REQUIRED:

* IRB credit risk model development, preferably for a UK Retail mortgage portfolio

* Experience of working with, and understanding complex and varied data sources, for the purpose of credit risk analytics and modelling

* Excellent SAS & Excel skills

* Strong written and verbal communication skills, with the ability to provide a fully documented and understood and knowledge transfer at the end of the engagement

* The successful applicant will be viewed as a subject matter expert for IRB, and as such would be expected to promote best practices, knowledge share and work effectively with other colleagues (permanent, contractors and consultants) to deliver the overall objectives for the IRB programme.

YORKSHIRE BUILDING SOCIETY IS AN EQUAL OPPORTUNITIES EMPLOYER.