Credit Risk Analyst

We're looking for 3 x model monitoring analysts to join a customer analytics team in Leeds - THERE IS FLEXIBILITY TO WORK FROM HOME 1 DAY A WEEK. DAY RATES ARE FAIRLY OPEN BUT ~ 450-500/DAY

Looking for someone who can work quickly and hit the ground running so must have experience working with Basel models and a good understanding of PPD, FSD and Time To models.

SAS Experience

Ideally worked in LBG/TSB before

Monitoring before

Understanding of Stock and flow

Ideally looking for someone to start before Christmas for a contract to run until March/April initially with possibility to extend further into the next phase. We can wait for a January starter if you tick all the boxes

Please use the Tick Box below to detail the essential experience and please reply with an X or tick against the experience you do have.

TICK BOX

ESSENTIAL

A good degree in a numerate subject with knowledge of advanced statistical and analytical techniques.

Highly proficient in SAS and excel.

In depth experience of working with Secured retail portfolios.

Experienced in the extraction and manipulation of data to support risk model development and monitoring.

Experience of working with Basel models and a good understanding of PPD, FSD and Time To models.

Experience of producing monitoring including transition matrices and vintage analysis, understanding of stock and flow, experience of setting tolerances.

A natural ability with numbers, with the ability to work quickly and at a high level of detail and accuracy, and a highly analytical approach to problem solving.

Demonstrable delivery track record, excellent time management, planning organisational skills, team working and communication (both written and verbal).

A high level of drive and initiative - a self starter. Good track record of delivering analytical/modelling projects in a timely fashion.

Postgraduate qualification in a relevant subject (maths, statistics, operational research, economics).

Knowledge of calibration and reporting processes.

Understanding of economics and econometrics.

Practical experience in the use of statistical packages.

NICE TO HAVE

Postgraduate qualification in a relevant subject (maths, statistics, operational research, economics).

Knowledge of calibration and reporting processes.

Understanding of economics and econometrics.

Practical experience in the use of statistical packages.