Credit Risk Poertfolio Modelling - Banking

KEYWORDS: CREDIT RISK, EL, EXPECTED LOSS, PD, PROBABILITY OF DEFAULT, EAD, EXPOSURE AT DEFAULT, SAS, QUANT, PORTFOLIO ANALYTICS, RISK MODELLER, CREDIT RISK, COUNTERPARTY, RETAIL MODEL, BANK, WHOLESALE, CORPORATE, INVESTMENT, BRISTOL, SWINDON, GLOUCESTER, UK

A leading UK Banking Group has retained Huxley Associates to source high calibre Credit Risk Portfolio Analytics Modellers, Analysts and Managers to join the Credit Portfolio Analytics departments based across the south west of England ( in Bristol, Gloucester and Cheltenham).

The Credit Risk Portfolio workstreams are undergoing major restructuring, and extra headcount will be required from the beginning of November 2012. Portfolio Analytics Managers and Credit Risk Analysts / Modellers are therefore required as soon as possible, so shortlists can be drawn up for the hiring team.

This is an ideal opportunity for Risk professionals currently looking to get back into the Credit Risk Portfolio Analytics and Modelling arena, and also for contractors who are coming to the end of their present engagements.

Candidates from all regions will be considered for this role, and potential working locations include Bristol, Cheltenham, Gloucester and Cardiff.

Key Candidate requirements:

Credit Risk knowledge

Experience undertaking Credit Risk Portfolio Analytics, Risk Modelling or Credit Risk Management within a wholesale or corporate banking environment

Knowledge of EL (Expected Loss), PD (probability of default), EAD (exposure at default) models

Strong Mathematical or statistical capability (strong academic background)

Strong communication skills and stakeholder management

Willingness to undertake 6 - 12 month contracts in the South or South West of England

Prior experience within the financial services, and strong references from past employers

Daily Rate: £400 - £700 per day

Initial Contract Length: 6 - 12 months (with strong possibility of extension)

To be short listed for this opportunity, please forward your CV in response to this advert. If you require more information, please phone 0207 469 5100. Enquiries from candidates out of work and currently in employment are welcomed. Ongoing headcount requirements are also envisaged into 2013.

KEYWORDS: CREDIT RISK, EL, EXPECTED LOSS, PD, PROBABILITY OF DEFAULT, EAD, EXPOSURE AT DEFAULT, SAS, QUANT, PORTFOLIO ANALYTICS, RISK MODELLER, CREDIT RISK, COUNTERPARTY, RETAIL MODEL, BANK, WHOLESALE, CORPORATE, INVESTMENT, BRISTOL, SWINDON, GLOUCESTER, UK

To find out more about Huxley Associates please visit www.huxley.com