Risk Analyst/Basel II/IRB Models/Credit Risk/Secured Portfolio

Risk Analyst/Basel II/IRB Models/Credit Risk/Secured Portfolio

My client, a Big 4 UK Retail Bank, requires a Credit Risk Analyst to support the implementation of a Basel II IRB Rating system on an initial 6 month contract paying up to £500 per day.

The successful Credit Risk Analyst will ideally have at least 5 years recent experience with Risk Models in Retail Banking, preferably related to Secured portfolios and Retail Expected Loss models including Basel Impairment Models.

The Credit Risk Analyst must meet the below criteria:

5 years experience with Risk Models within Retail Banking, preferably in relation to Secured Portfolios

Recent experience in Expected Loss Models and Basel Impairment Models

Risk Management techniques within Retail Banking expertise

Significant experience with statistical packages SAS and SQL

Experience implementing Basel II Retail IRB Rating Systems

This is an excellent opportunity for a Credit Risk Analyst to join an exciting piece of work on a long term contract so please apply ASAP as interviews are to take place immediately.

Keywords: Risk, Analyst, Credit Risk, Basel II, IRB, Ratings, Models, Secured, Portfolio, SAS, SQL, Expected Loss, Impairment, Decision Science, Data, Retail Banking, Leeds