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Senior Risk Modelling Analyst

Job Title: Senior Risk Modelling Analyst
Contract Type: Permanent
Location: City of London, London
Industry:
Salary: £45000 - £65000 per annum
: ASAP
REF: 4645865_1505811961
Contact Name: Luke Almond
Contact Email: Luke.Almond@ojassociates.com
Job Published: about 1 month ago

Job Description

Senior Risk Modelling Analyst

London

To £65,000

My client, a leading cards provider in the city, are seeking to speak to risk modelling professionals to join a growing risk modelling function. This is a fantastic opportunity for an experienced risk professional who is looking to make the next step up in their career. My client has one of the largest consumer portfolios in the UK at present and are leading the way in regards to the calibre of their risk professionals. This is a very sought-after role within a highly regarded company.

The role

The purpose of this role will be to support the development of my clients risk modelling function - working directly under the Head of Risk Modelling this role will have fantastic exposure across the business.

You will develop, monitor, validate and recalibrate all credit risk models across the business

This is a very technical role and you will look to improve the current suite of IRB models through constant validation and recalibration of these models

Within 6 months this role has the view to move into a management role


Required skills and experience

Hands on model development experience

Model validation and calibration experience ideal

Experience in the development of IRB or IFRS9 models essential

Strong experience using SAS/SQL programming tools

Desirable to have impairment model development experience

Educated in a quantitative field at bachelors/masters level essential

Benefits

  • Salary up to £65,000
  • Competitive benefits
  • Element of flexi working

Send your CV to Luke Almond ASAP to be considered for this opportunity.