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Job Details

Quantitative Modelling Lead

£60,000 - £90,000 , Permanent

Posted: 22 hours ago

Description:

Quantitative Modelling LeadLondonUp to £90,000 + Excellent benefits

A growing tech company focused on secured loans seeking a Lead Quantitative Modelling Specialist who will be second in command to the Head of Credit Risk. The role is responsible for all IFRS9 and Scorecard model development, acting as lead within a small team. The role has additional responsibility for Treasury, Finance and other business models from an Oversight perspective; providing second line validation and acting as SME from a technical model perspective

THE COMPANY

This is your opportunity to work for a fast-growing niche lender with an office in London, where they offer a flexible working environment and excellent benefits

DAY TO DAY RESPONSIBILITIES

As the Credit Risk and Quantitative Modelling Lead, you will have a leading role in the design, development and implementation of analytical and modelling projects including IFRS9 and Credit Decision models. You will provide insight for the development and provision of analytics through your scope, design, build and implementation of PD, EAD AND LGD models across retail and commercial portfolios

WHAT IS REQUIRED FROM YOU

  • Practical experience in the building of Credit Risk Models, especially for IFRS9
  • Excellent SAS or other programming skills with a willingness to learn SAS
  • A good communicator, this is essential in discussing of complex analytical ideas with non-technical colleagues
  • High level of analytical and technical skill
  • Ability to identify issues and trends from data and create analytical solutions

BENEFITS

You should expect to earn up to £90,000 plus a competitive bonus and pension!

HOW TO APPLY?

Please register your interest by sending your CV via the Apply link on this page.

KEYWORDS

Credit Risk - Credit Risk Analyst - SAS - SQL - PD - EAD - LGD - Probability of Default - Loss Given Default - Exposure at Default - modelling - Risk Manager - Credit Risk Manager

Job Details

1593527495
London, United Kingdom
Permanent
£60,000 - £90,000