Credit Risk Modelling Manager

  • by
  • Permanent
  • London

Website MERJE

MERJE is looking for an experienced Credit Risk professional to join a specialist bank and lead modelling strategy and solutions, including hands-on analytics and model development.

You will be joining an established lender with a ~10 year history of providing excellent products and services to retail and commercial customers. Salary is circa £75,000 dependent on experience.

Key Responsibilities of the Credit Risk Modelling Manager

Support the development and delivery of modelling strategy and solutions
Continuously enhance analytic methodologies, tools and processes
Develop predictive capabilities on portfolio performance
Contribute to IFRS9 impairment forecast modelling and process
Hold and share expert-level knowledge of SAS, modelling tools, data requirements, etc.
Establish constructive working relationship with stakeholders and colleagues
Required knowledge and experience for the Lead Credit Risk Modelling Analyst role:
Strong quantitative background, ideally with a high degree / masters in Applied Mathematics, Statistics, Econometrics or similar
The Credit Risk Modelling Manager will have/be:

Extensive industry experience, credit risk model building within retail banking
Strong SAS abilities. SQL and VBA would also be beneficial on top of this
Advanced modelling and scorecards knowledge – regression, econometrics, time series, simulations, optimization, credit scorecards, IRB, IFRS9, etc.
Comfortable in leading projects and training colleagues

To apply for this job email your details to dherman@merje.com.