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AVP Retail Credit Risk Modeller

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: 424963/001_1554397259
  • Sector: Selby Jennings, Risk Management
  • Date posted: 04/04/2019

A leading global Financial Institution is seeking a Retail Credit Risk Modeller to focus on model development across retail and corporate portfolios and to join their team in London. They are an international consumer, corporate and investment bank who are looking to create a new team to develop these models from scratch. Therefore, they are looking to hire a retail credit risk modeller to develop, validate and implement models for impairment and loss loan forecasting under IFRS9 framework. The firm is looking to utilise machine learning techniques as a core focus to the models for the first time across these portfolios.

Job Responsibilities:

  • Develop decision making models and scorecard implementations

  • Involvement with a variety of stakeholders, addressing issues and potential solutions

  • Produce robust documentation to fulfil the requirements of the bank

  • Exposure to working alongside risk analytics to oversee project completion

Job Requirements & Skills:

  • Mathematics/ Statistical Degree preferred

  • Extensive SAS programming skills

  • Understanding of data analysis and capability to work independently on data analysis tasks

  • Strong communication and presentation skills

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