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Credit Risk Analyst


Location:
London
Language(s):
Only English Required
Job Ref:
15744
Company:
Harnham
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Job Description

Credit Risk Analyst - Basel Modelling - PD LGD EAD
Up to £55,000 + benefits + bonus
London

I am currently involved in the build out of a small Decision Science team with one of the most exciting brands in Financial Services. If you have strong SAS and want to bring your experience to a smaller commercial environment where you will be directly responsible for your decisions, this is the ideal role.

THE ROLE

As part of a developing Decision Science team, you will be a key player in the development of PD, EAD and LGD models in SAS. On top of that, you will be developing models that focus on wider consumer behaviour and will be actively encouraged to find new and inventive ways of answering questions using data. This is, therefore, the perfect opportunity for an Analyst or a Senior Analyst that fancies more than just traditional decision science and potentially wants to make a move into a more data science focused position.

YOUR SKILLS AND EXPERIENCE:

The successful candidate will likely have the following skills and experience:

  • Strong modelling skills utilising SAS
  • Previous experience developing PD, LGD, or EAD models
  • Proven stakeholder management examples
  • Educated to a degree level in a numerate discipline
  • Decision Science expert, interested in progressing and developing

BENEFITS:

  • Up to £55,000
  • Excellent benefits
  • Have an impact in a small team playing a vital role in the success of a FTSE 250 company

HOW TO APPLY:

Email your CV or use the apply feature on this page

KEYWORDS:

Credit Risk, Decision Science, Basel II, AIRB, IRB, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Default, Scorecards, Models

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Salary Indication
Up to £55000 per annum + Competitive Benefits


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