Job Title: Credit Risk Senior Analyst - Portfolio Modelling

Our client is one of the UK's largest retail banking groups. Their goal is to be the best financial services provider in the UK.

The role is responsible for the development, enhancement and governance of Impairment and Capital Forecasting models, Econometric Modelling and Stress Testing methodologies under the Basel II regulations for the Retail bank division. You will also develop industry leading Retail Credit Risk modelling and forecasting solutions.

Requirements:

-A good degree in a numerate subject, preferably at a postgraduate level, and preferably in a relevant subject (Maths, Statistics, Operational Research, Economics).
-Strong experience in the development of risk models in Retail Banking.
-Good knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.
-Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.
-Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable "bad" definition.
-Proven ability to work without the need for close supervision, and in a team environment, supporting other team players as well as guiding others where needed while showing empathy.
-Good communication (both written and verbal) skills.

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