SAS Analyst - Risk Analytics and Modelling - London

SAS ANALYST - RISK ANALYTICS AND MODELLING - LONDON

I have an exciting opening for an experienced SAS Analyst in London with a tier one banking client on a large transformation programme currently in flight.

The main programme deliverables of the project are as follows:

- Development and maintenance of models used in the bank's credit and operational frameworks and in the case of credit models, in the bank's impairment provisioning and regulatory capital frameworks.
- Development and maintenance of the bank's Economic Capital models, used internally to inform risk appetite and allocation and to support the bank's ICAAP.
- Managing regulatory engagement in relation to credit, counter party exposure and VaR model frameworks.
- Providing, managing, and promoting the use of, models that support automated decision making in higher frequency, lower value credit portfolios (retail and SME).
- Providing analysis and insight of credit portfolios in relation to regulatory capital usage and impairment provisioning, in support of both internal management of the bank's financial resources and external disclosure of the same.

The essential skills the client are looking for are as follows:

- SAS Analyst within Banking - minimum 3 years - essential
- Credit Risk life cycle knowledge - Highly Desirable
- WholeSale Banking - Highly Desirable
- Degree in mathematical/statistical - Highly Desirable
- Previous banking experience will be preferred to those without.

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