Risk analytics Modeller

Python, SAS, Credit Risk, Statistics, Data Management, Wholesale Credit Risk, Modelling, RWA, CRR, EAD, LGD

Working with a leading banking client to secure the services of a Risk Analytics Modeller to join the London based team

• Lead the build, enhancement and deployment of wholesale credit risk models, as directed, to allocate RWA, CRR, EAD, LGD, or Economic Capital/provisioning measures and to support businesses.
• Assist in the preparation of MI, portfolio analysis and impact analysis
• Help identifying areas which require data remediation and proactively engage with internal stakeholder to address them.

The role is located in Group Risk and has global reach through the scope of credit risk models provided to the business. The jobholder is required to work in an environment of significant ambiguity, dealing with major issues for which there is no clear solution whilst still being able to give meaningful input. The jobholder is expected to demonstrate a high level of technical expertise, good communication skills and ability to work in a team.

Knowledge and Experience

• University degree in a quantitative or technical field
• Deep understanding of statistics and familiarity with sophisticated tools for numerical analysis
• Strong data management and system deployment skills
• Excellent knowledge of wholesale credit process and products
• Significant relevant working experience in a bank, rating agency, consultancy or advisory firm
• Ability to prepare clear and effective presentations, trainings and workshops
• Open personality and effective communicator, ability and flexibility to work in an international team
• Ability to write clear and understandable documents

Ability drive delivery of projects within the agreed time scale, in liaison with all relevant stakeholders: team colleagues, model owners, credit, business, IT, senior management and regulators.

Key Skills

Python, SAS, Credit Risk, Statistics, Data Management, Wholesale Credit Risk, Modelling, RWA, CRR, EAD, LGD