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Team Lead - Credit Risk Modeller

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: JHED9
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 19/02/2018
Senior Credit risk Modeller - Team Lead 

A new Credit risk Modelling function of a top consultancy firm based in the Uk are looking for a team lead  - Senior Credit risk Model developer to join their newly grown team.This Candidate must have both the hands-on Credit risk model development experience (PD, LGD, EAD) and the experience in management as this role will require the leadership of new junior analysists. As this is a new function, there will be an opportunity to bring your own ideas and skills to the team therefore strong communications skills are key. 

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

Required experience:
  • Hands-on experience developing and enhancing financial credit models
  • Advanced understanding of model development techniques for all credit risk model types (PD/LGD/EAD) 
  • Experience managing and developing team of modellers/validation specialists
  • Good understanding of AIRB and IFRS 9 modelling regulatory requirements
  • 6+ Years experience 
  • Experience using tools such as SAS & SQL 
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