Senior Analyst, Model Developer

My client is a successful UK Retail Bank looking to grow out it's quantitative team. You will develop and validate IFRS 9 models in SAS. Conduct deep dive credit analysis as required, develop in-house scorecards throughout the credit lifecycle from application to collection/recovery, develop or calibrate IFRS 9 models (PD/LGD/EAD) to satisfy Basel requirement. Develop interim solutions for PD/LGD estimates where data remained limited. The Client- A large British bank, specialising in the savings and lending markets. The role- Support team leader in developing, enhancing and supporting credit grading system across the bank including scorecards and IFRS 9 modelsContribute to enhancing and documenting scorecard and Basel model methodologies and processesContribute to developing credit score cut-off analysis framework, documentation standard Assist business units and functions to embed risk based pricing and capital efficiency in business decision making Use data mining, data modeling and segmentation to build credit scorecards Use SAS to develop or calibrate Basel IFRS 9 models Ensure that analysis and modeling meet project specifications and internal modeling standards Use SAS to construct and clean datasets. Use SAS to perform statistical analysis, modeling, profiling, and reporting.Use SAS to build predictive models - linear regression, logistic regressions, etc.Validate existing credit risk models. Construct and produce required MIS reports across business units and products for model performance trackingPerform ad-hoc credit analysis as requiredPerform other advanced analytic modelling as requested Key Requirements- Strong SAS programming skills including Base SAS and MacrosStrong data handling and processing skills Good working knowledge and proficiency in statistical analysis, credit scorecard / Basel IRB modelingGood working knowledge in Excel, Word and Power point. VBA and excel application development experience would be desirable.