Senior Credit Risk Analyst

A highly motivated Senior Credit Risk Analyst is required for a leading financial services organisation.

An excellent opportunity has arisen for a highly motivated Senior Credit Risk Analyst to be part of the International Credit Risk Modelling Team. This is an exciting opportunity for a high calibre SAS Modeller, to join a team in a changing and challenging environment, which offers considerable scope for personal development.

Headline responsibilities will include supporting the development and validation of Principal Finance (Corporate/Financial Institution) probability of default (PD) and loss given default (LGD) risk rating models and enhancement- using SAS and SQL- of Wholesale and Internationals risk management capabilities to ensure internal and regulatory/Basel II compliance.

More specifically:

• More specifically, the Senior Credit Risk Analyst will have the following responsibility:-
• Support Manager and Senior Manager in the design, development and validation of credit risk models and processes, using SAS and SQL.
• Support in researching the market for potentially new credit risk modelling improvements and techniques.
• Support in evaluating the business impact of proposed new model implementations through sensitivity analysis of parameters used in capital calculations.
• It is expected the job holder will have a numerical or statistical background. Existing knowledge and experience of the following is considered to be highly beneficial:
  o Design, development and validation of IRB credit risk models
  o Knowledge of statistical modelling techniques
  o Experience of using SAS/SQL or other data mining skills
  o Experience of interrogating large datasets

Managerial responsibilities:

• Support in the management of credit risk modelling projects by maintaining relevant parts of the project plan and roadmap.
• Source of technical knowledge within Principal Finance and the wider Credit Risk Manager team.

An exciting opportunity for a driven, ambitious Senior Credit Risk Analyst, with rounded experience in Credit Risk Modelling and SAS, to join a leading financial services organisation based in. Excellent career progression and scope, along with a fantastic base salary and benefits.