Credit Risk Modeller - 60k

Credit Risk Modeller - 60k

Keywords: Credit Risk, Modelling, Modeller, SAS, Analytics, SQL, IFRS9, Advanced Internal Ratings Based, Basel, Impairment, Capital forecasting, Stress testing, Scorecard modelling, Monitoring, Validation

My client is a rapidly expanding specialist consultancy that are the market leaders for credit risk modelling and analytics, acquiring a client portfolio of the leading wholesale and retail banks.

Due to their specialism, it has enabled them to propel themselves to the forefront of the credit risk analytics world, taking and winning business from their competitors and allowing them unprecedented expansion, which has no plans of stopping soon.

As a result they require individuals with credit risk modelling skills, as well as strong SAS experience, to join them at this exciting time and help them further expand across the UK and Europe.

This is an organisation with a very flat management structure and the opportunity to work on a wide breadth of engagements. This is therefore a fantastic opportunity for anyone looking for immediate autonomy and a career/knowledge path with trajectory second to none.

As they continue to win business against the larger and less specialised consultancies, the typical engagements they are involved are as follow:

• Scorecard development
• Model validation and monitoring
• Affordability
• Portfolio evaluation and pricing
• Structured modelling data interface
• Collection Strategies

Key Skills/Competencies required:

• Credit Risk experience - ideally modelling exposure however not essential
• Exposure of any of the following is ideal - Advanced Internal Ratings Based (IRB) and Basel II modelling; Impairment; Capital forecasting; Stress testing; Scorecard modelling; Monitoring and validation; IFRS9
• Will look at individuals from outside of financial services if they can demonstrate strong statistical or modelling experience
• Ideally good SAS or SQL skills, however will at R and Python

Those that feel they are a strong candidate for the role should forward their CV's or contact Carl to find out more.

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.