Credit Risk Models Analyst
Department - Credit Risk Models, Risk Analytics
In this role you will participate in development and ongoing improvement of the group’s internal PD & LGD rating models mainly covering Public Sector and Finance.
To apply for this position, you will have a university degree in Statistics, Economics, Finance, Mathematics, Physics, Engineering or other quantitative discipline(s) considered. They will consider graduates with a genuine interest in a modelling type role.
Technical knowledge if you have some industry experience:
- Knowledge of quantitative statistical methods and concepts used in credit risk measurement linear and logistic regression
- Experience with IFRS 9 Credit Modeling beneficial
- Familiarity with regulatory capital requirements esp. regarding rating models and credit risk parameters
- Proficiency in data processing, data analysis and good knowledge of computer programming
- Experience working with large data sets (SQL) - MS Excel, MS Access, VBA - Statistical software (SAS, R, Matlab)
If this role sparks some interest then why not get in touch this week to get the wheels in motion.
CV’s to email@example.com