Accessibility Links

Credit Risk Model Developer

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: WE3
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 07/02/2018
Credit Risk Model Developer

One of tier 1 investment banking clients are looking for a Senior Credit risk modeller to help develop all their scorecards and IFRS 9 models. You will be in charge of a small term of 3 managing the maintenance, developing and monitoring of all Credit risk models (PD, LGD, EAD). You will be working close to the Head of Credit risk modelling, producing annual reports on progress. The ideal candidate will have direct hands-on experience across the development/validation of credit risk models. They will also need exceptional leadership and communication skills. It is an exciting opportunity to see the quick progression in an expanding modelling function and a chance to build out your own team. 



Responsibilities

  • Work on credit risk model development and validation for models such as PD, LGD, EAD models
  • Work on wholesale portfolio models; exposure to receivables finance portfolio 
  • Work with Credit Risk analytics/quant modelling teams
  • Understand and improve the existing processes to gain efficiency
  • Use tools such as SAS, R, SQL, and Matlab to develop and validate quantitative models using large or small data sources
  • Deliver end solution maintaining high-quality standards and quick turnaround times
Experience 
  • 5-7 years of relevant experience
  • Engineering or post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines from top tier institutes.
  • Strong credit risk analytics and model development and validation skills
  • Strong exposure to wholesale portfolios
  • Good communication skills 
  • Strong verbal and written communication skills
  • Skills: SAS/SQL, MS Office (Excel, Access, PowerPoint), VBA, R, Matlab
Similar jobs
SVP Stress Testing
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$180000 per year
  • Description A globally renown investment bank located in Midtown, Manhattan is seeking an accomplished risk professional with diverse risk, financial and strategy experience to join their innovate enterprise risk
Senior IT Audit Manager
  • Job type: Permanent
  • Location: New York
  • Salary: US$135000 - US$140000 per year
  • Description A global renown firm is seeking motivated individuals to join their team of IT Auditors. There is exponential room for growth and an exceptional work-life balance - being named one of the best places
Head of Portfolio Construction/ Research
  • Job type: Permanent
  • Location: Connecticut
  • Salary: US$150000 - US$200000 per year
  • Description Things You Will Be Doing Performing portfolio risk analysis using a variety of factor models to generate the risk exposure and P&L attributionInfluence and design current and new risk
Prime Brokerage Risk FCM Specialist VP/ED
  • Job type: Permanent
  • Location: New York
  • Salary: US$200000 - US$275000 per year + Competitive
  • Description A leading prime brokerage risk group is looking to bring on a senior level member either at the VP or ED levels who is exceptionally well versed in the FCM space! In this high exposure role
Credit Risk - Consulting Firm
  • Job type: Permanent
  • Location: Singapore
  • Salary: Attractive Benefits
  • Description Credit Risk Management: Leverage on your expertise of credit risk and regulatory understanding to consult into financial institutions to on automating the credit origination process on a group