Credit Risk Modelling Analyst

My client is seeking a bright Mathematics graduate with a Masters degree from a top university to join their Credit Risk Modelling team. The team are responsible for the build and validation of Asset Finance Credit Risk models (PD, LGD). The role will involve testing, reviewing and updating the model suite. A very good working knowledge of SAS is essential for this position and a familiarity with Retail Banking Credit Risk models will be very advantageous.

My client is happy to look at Graduates for this position providing they have extensive knowledge of SAS and an appreciation for the concepts of Credit Risk in Retail Banking. The position will require the candidate to be able to hit the ground running and manage their workload without constant supervision.

Day to day responsibilities will involve the maintenance of a suite of established models, including the testing and re-approval of these models. The models will cover both Retail and non-Retail portfolios.

A degree in Mathematics is essential for this position and a Masters in Mathematics would be preferable. The candidate must have a very good working knowledge of SAS.

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice. By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.