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Analytics Specialist - Credit Risk Modelling

  • Location: Edinburgh
  • Salary: Negotiable per year
  • Job Type:Permanent

Posted 22 days ago

CREDIT RISK MODELLING - ANALYTICS - RETAIL BANKING - EDINBURGH (HYBRID)

Role: Analytics Specialist - Credit Risk Modelling

Salary: Competitive (DOE) + market leading benefits

Location: Edinburgh (flexible hybrid)*

*UK based applicants only

Our retail banking client is looking for an experienced Analytics Specialist to join their Credit Risk Modelling team sitting within the Analytics Function. The role is responsible for preparing and coordinating MI and reports to support on developing, monitoring and management of PD, LGD, EAD - IFRS9 & capital models, running predictive analyses and performing model assessments, whilst maintaining sound documentation and communicating effectively with both stakeholders and senior colleagues.

This role is particularly exciting as it gives the successful candidate involvement in not just the optimisation of credit risk models, but also exposure to the development of novel models.

Required Experience:

  • 1+ years' experience within a credit risk function providing good knowledge of credit risk management and application of credit risk model
  • Strong analytical skills
  • Academic background in quantitative field (i.e. degree in Mathematics, Statistics, Finance, Economics, or another relevant subject)
  • Good knowledge of Credit Risk Analytics, Provisions and Capital models- specifically IFRS 9 (PD, LGD , EAD) and AIRB models.
  • Technical skills: Proficiency in data extraction, manipulation and analysis, SAS , SQL and MS Office applications essential.

If this sounds like your next challenge, please do not hesitate to apply now as we are currently shortlisting!



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