Senior Modelling Anayst -£40,000

City of London
£40000 - £50000 per annum
26 Mar 2013
23 Apr 2013
PR-12335757
Karlene Pathirana
Permanent
Full Time

A strong credit risk model monitoring manager is required by a major retail bank to join their decision science team.

THE COMPANY

Is one of the largest retail banks in the UK and has a strong reputation in the market. The company has excellent progression opportunities and have really strong analytical teams.

THE ROLE:
The Credit Risk Manager will be contributing to the development, delivery and maintenance of several risk models including portfolio models, economic capital models, stress testing models. The role will be managing a few analysts and senior analysts and would provide a centre of excellence in the data mining and advance model development across the company. The Risk Manager will also provide technical expertise on risk model development and reviews as well as support the development of cross functional analytics and models for the group. Additionally, the Risk Manager will present risk modelling papers both internally and externally.

YOUR SKILLS AND EXPERIENCE:
" Expert knowledge and experience of building models. The candidate must have experience developing several types of Credit Risk models using SAS.

" Strong skill using SAS and mentoring people in the tool.

" Line Management experience

" Retail Banking or Consumer Lending Experience.

THE BENEFITS:
The successful candidate can expect a salary of £45-50k + car allowance + excellent benefits

KEYWORDS

SAS, Risk, Decision Science, Model Review, Model Monitoring, Model Validation, Scorecards, Stress testing, PD, LGD, EAD, Basel

KEYWORDS

SAS, Risk, Decision Science, Model Review, Model Monitoring, Model Validation, Scorecards, Stress testing, PD, LGD, EAD, Basel

A strong credit risk model manager (SAS,SQL)is required by a major retail bank to join their decision science team.


THE ROLE:
The Credit Risk Manager will be contributing to the development, delivery and maintenance of several risk models including portfolio models, economic capital models, stress testing models. The role will be managing a few analysts and senior analysts and would provide a centre of excellence in the data mining and advance model development across the company. The Risk Manager will also provide technical expertise on risk model development and reviews as well as support the development of cross functional analytics and models for the group. Additionally, the Risk Manager will present risk modelling papers both internally and externally.

YOUR SKILLS AND EXPERIENCE:
" Expert knowledge and experience of building models. The candidate must have experience developing several types of Credit Risk models using SAS.

" Strong skill using SAS and mentoring people in the tool.

" Line Management experience

" Retail Banking or Consumer Lending Experience.

THE BENEFITS:
The successful candidate can expect a salary of £50k + car allowance + excellent benefits

If you are interested in this role then please send your CV - this is a great opportunity for aspiring SAS Insight Analysts. This role will NOT be available for long, do not hesitate in getting in touch. Please call karlene pathirana on 02074695255

To find out more about Progressive Recruitment please visit http://uk.progressiverecruitment.com">www.progressiverecruitment.com