Senior Modelling Analyst

Senior Credit Risk Modeller - West Yorkshire - 450-500 a Day - 6 Month Contract - Financial Services

Our Client a Financial Services company seeks to attract an accomplished risk modeller with strong modelling experience to join an established team in West Yorkshire. You will be helping to lead a team across the IRB and Modelling workstream and manage a team of analysts responsible for the development, monitoring and maintenance credit scorecards and Basel models across a range of products and portfolios.

Responsibilities

- Ensure that models at in line with the regulatory guidelines
- Lead strategic model development projects, providing technical expertise and business knowledge to a team of credit risk specialists
- Work with Credit Models team on to under performance of PD & LGD models

Applicant requirements

- A Degree in statistics, business finance, economics, mathematics, engineering or related field
- Financial services industry experience.
- Proven experience of building and developing credit risk models (PD, LGD, EAD), including scorecards and IRB

To discuss role in more detail please send in your CV or call Lukas Genever in complete confidence ASAP.

SAS Base, SAS Macro, Credit Risk, Analytical Experience, Modelling, Portfolio Management, IRB, PD, LGD, EAD, BASEL II