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This new position is with a top tier Global bank based in London. The project is yet to start so the successful candidate would be leading the development of scorecards across new retail portfolios from infancy throughout the development life cycle. The client is looking for individuals who have experience leading various retail modelling projects who also have strong use of SAS.
Working on the development of scorecard models /PD,LGD,EAD models
Working on retail portfolio models; exposure to receivables finance portfolio
Managing the end to end management of the models life cycle whilst also managing a small team Jnr analysts.
To develop into a more senior management position
Interacting with Senior Steak holder across the business to ensure modelling requirements are met.
Direct reporting to the Head of Credit Risk Modelling
Engineering or post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines from top tier institutes.
Strong credit risk analytics and model development and validation skills
Strong exposure to retail portfolios
Used tools such as SAS. Other programming languages are also great.
A good knowledge of data analysis, theory and statistical techniques (such as linear or nonlinear models, logistic regression, macroeconomic forecast, decision trees, cluster analysis and neural networks etc.)
Experience managing small teams and managing various retail modelling projects
Competitive base salary - Your salary will be based on your education, knowledge and experience.
Healthcare and pension package
Flexible working hours
Excellent progression structure with multiple career opportunities
Great work/life balance environment
Internal Number: 4626261
About Selby Jennings QRF
eFinancialCareers is a career site specializing in financial services.