Senior Credit Risk Modeller
- Recruiter
- Leeds Building Society
- Location
- Leeds
- Salary
- Competitive plus bonus
- Posted
- 24 Feb 2017
- Closes
- 01 Mar 2017
- Sectors
- Banking & Financial Services
- Contract Type
- Permanent
- Hours
- Full Time
Leeds Building Society is looking for a Senior Credit Risk Modeller to join our Credit Risk department. This new position can be based from our head office in Leeds or our brand new offices in either Newcastle or London.
About the role:
We are looking for someone to support the Credit Risk team in building and supporting credit risk models used for IRB and/or other business needs. Reporting into the Manager of Credit Risk Modelling, you will play a pivotal role in supporting the Society to develop Credit Risk models and enhance the Society's modelling capabilities. This is a fantastic opportunity for someone to drive medium and long term forecasting models whilst engaging all stakeholders in other business areas and ensuring functional impacts are incorporated accurately and transparently.
Essential skills and experience:
* At least 3 years' experience within a Risk or financial industry (or in a sector with exposure to relative statistical modelling).
* Analytical experience on Basel modelling (PD, EAD, LGD, Economical capital requirements etc).
* UK banking experience.
* Strong SAS skills
* In-depth knowledge and understanding of statistical aspects (especially these which are used in Credit Risk-Basel modelling):
Logistic-Linear Regression, Scorecard development; GINI coefficient; KS- statistics; Reject inference techniques; Data sampling; Data mining; Markov chains; and time series modelling approaches.
* Excellent analytical skills and a strong attention to detail.
* A degree qualification in a relevant discipline, e.g. Maths/Statistics, Economics.
Desirable skills and experience:
* Credit Risk analytical experience on consumer retail portfolios.
* MSc in numerate discipline.
* Base SAS certification.
* A relevant and closely related professional qualification
Benefits and Rewards
* Competitive salary
* Annual performance related bonus scheme
* 26 days annual holiday
* Annual holiday purchase scheme
* Annual volunteering day
* Exclusive colleague mortgage deals
* Leeds Colleague Association scheme
* Childcare voucher scheme
* Cycle flex scheme
* Health Shield cash plan
* Life assurance
* Long service awards
* Pension scheme
* Private medical insurance scheme
* Recommend a friend scheme
* Travel ticket loans - bus and train
Career Development
We see all colleagues as key to our success. Life at Leeds Building Society is both challenging and rewarding and we provide a wide range of training and development opportunities to help you build a successful career with us.
About Leeds Building Society
We are the 5th biggest building society in the UK with 140 years of experience and we have every intention of getting better and better. We are totally committed to do what we were set up to do - to help people save money and to buy their own home.
We've won a whole host of awards over the years, which reflect how we have focused on our customer service. We've also worked hard to develop a product range to try to meet our members' needs, and have worked with numerous local communities and chosen charities.
We're not a bank - we're a mutual, which means we're owned by our members and are run exclusively in their best interests. .
To Apply
* Click "Please Apply" below.
STRICTLY NO RECRUITMENT AGENCIES PLEASE
About the role:
We are looking for someone to support the Credit Risk team in building and supporting credit risk models used for IRB and/or other business needs. Reporting into the Manager of Credit Risk Modelling, you will play a pivotal role in supporting the Society to develop Credit Risk models and enhance the Society's modelling capabilities. This is a fantastic opportunity for someone to drive medium and long term forecasting models whilst engaging all stakeholders in other business areas and ensuring functional impacts are incorporated accurately and transparently.
Essential skills and experience:
* At least 3 years' experience within a Risk or financial industry (or in a sector with exposure to relative statistical modelling).
* Analytical experience on Basel modelling (PD, EAD, LGD, Economical capital requirements etc).
* UK banking experience.
* Strong SAS skills
* In-depth knowledge and understanding of statistical aspects (especially these which are used in Credit Risk-Basel modelling):
Logistic-Linear Regression, Scorecard development; GINI coefficient; KS- statistics; Reject inference techniques; Data sampling; Data mining; Markov chains; and time series modelling approaches.
* Excellent analytical skills and a strong attention to detail.
* A degree qualification in a relevant discipline, e.g. Maths/Statistics, Economics.
Desirable skills and experience:
* Credit Risk analytical experience on consumer retail portfolios.
* MSc in numerate discipline.
* Base SAS certification.
* A relevant and closely related professional qualification
Benefits and Rewards
* Competitive salary
* Annual performance related bonus scheme
* 26 days annual holiday
* Annual holiday purchase scheme
* Annual volunteering day
* Exclusive colleague mortgage deals
* Leeds Colleague Association scheme
* Childcare voucher scheme
* Cycle flex scheme
* Health Shield cash plan
* Life assurance
* Long service awards
* Pension scheme
* Private medical insurance scheme
* Recommend a friend scheme
* Travel ticket loans - bus and train
Career Development
We see all colleagues as key to our success. Life at Leeds Building Society is both challenging and rewarding and we provide a wide range of training and development opportunities to help you build a successful career with us.
About Leeds Building Society
We are the 5th biggest building society in the UK with 140 years of experience and we have every intention of getting better and better. We are totally committed to do what we were set up to do - to help people save money and to buy their own home.
We've won a whole host of awards over the years, which reflect how we have focused on our customer service. We've also worked hard to develop a product range to try to meet our members' needs, and have worked with numerous local communities and chosen charities.
We're not a bank - we're a mutual, which means we're owned by our members and are run exclusively in their best interests. .
To Apply
* Click "Please Apply" below.
STRICTLY NO RECRUITMENT AGENCIES PLEASE