Wholesale Credit Risk Analyst

SAS Credit Risk Analyst ( Wholesale, rating system ,PD, EAD and LGD)

SAS Credit Risk Analyst ( Wholesale, rating system ,PD, EAD and LGD) is needed for a leading investment banking looking to expand their group credit Risk department. The chosen SAS Credit Risk Analyst ( Wholesale, rating system ,PD, EAD and LGD) candidates must have extensive experience with Good understanding of the use of mathematical and statistical tools I and techniques used in rating system development and validation of PD, LGD and EAD.

The successful SAS Credit Risk Analyst ( Wholesale, rating system ,PD, EAD and LGD) will join the group risk team in Review regulatory requirements to ensure compliance with Basel II rules in IRB portfolios and support roll out portfolios moving to IRB.

Key skills

- SAS
-Knowledge of PD, EAD and LGD
-knowledge of statistical tools

*Merton model (distant to default, KMV)

* Scorecards e.g. logistic regression

* Gini Coefficient, hypothesis testing , receiver operating characteristics

Salary:

£ 60,000 +

Location:

Central London

Role Type:

Permanent

The successful candidate will be able to hand-code all of the above area, have a proven track record of producing Rating system analyst .

If you are looking for a new SAS Credit Risk Analyst ( Wholesale, rating system ,PD, EAD and LGD)

challenge and are looking to work in top tier investment bank excellent career progression opportunities and expanding your knowledge and experience, send in your CV now and call Karlene Pathirana on 0207 469 5200.

SAS, Credit Risk, Gini Coefficient, Scorecard, Hypothesis testing, Merton models, KMV, PD,EAD and LGD

SAS, Credit Risk, Gini Coefficient, Scorecard, Hypothesis testing, Merton models, KMV, PD,EAD and LGD

To find out more about Progressive Recruitment please visit www.progressiverecruitment.com